+270.0%
INTC vs FLUT
-10.4%
+280.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +18.0% | -2.6% | +20.6% | +18.3% |
| 30D | +8.9% | +5.4% | +3.6% | +8.2% |
| 3M | -1.6% | -10.8% | +9.2% | -1.1% |
| 6M | +133.1% | -9.2% | +142.3% | +133.2% |
| YTD | +187.9% | -53.8% | +241.7% | +211.8% |
| 1Y | +334.7% | -66.0% | +400.7% | +387.3% |
| 3Y | +184.2% | -44.7% | +228.8% | +202.6% |
| 5Y | +116.0% | -50.6% | +166.6% | +122.5% |
| 10Y | +270.0% | -10.4% | +280.4% | +317.2% |
| All | +270.0% | -10.4% | +280.4% | +317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling