+111.9%
INTC vs FLUT
-26.8%
+138.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | -39.2% | +9.3% | -48.4% | -39.9% |
| 3M | -42.9% | -17.5% | -25.5% | -42.3% |
| 6M | -50.4% | -14.6% | -35.8% | -50.5% |
| YTD | +61.7% | -62.3% | +124.0% | +77.6% |
| 1Y | +66.1% | -59.6% | +125.8% | +81.0% |
| 3Y | +58.1% | -45.3% | +103.4% | +69.0% |
| 5Y | +27.9% | -50.4% | +78.3% | +34.4% |
| All | +111.9% | -26.8% | +138.8% | +143.9% |
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