+106.4%
INTC vs FLUT
-25.6%
+132.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -4.0% | -1.5% | -2.5% | -3.9% |
| 30D | -44.5% | +3.4% | -47.9% | -44.8% |
| 3M | -40.4% | -12.5% | -27.9% | -40.0% |
| 6M | -53.5% | -18.5% | -35.0% | -53.3% |
| YTD | +57.5% | -61.6% | +119.2% | +72.8% |
| 1Y | +51.2% | -64.1% | +115.3% | +67.1% |
| 3Y | +51.6% | -44.5% | +96.1% | +61.8% |
| 5Y | +23.5% | -51.3% | +74.8% | +29.4% |
| 10Y | +106.4% | -25.6% | +132.0% | +136.7% |
| All | +106.4% | -25.6% | +132.0% | +136.7% |
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