+25.0%
INTC vs FLUT
-53.8%
+78.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | -1.0% | -6.5% | +5.5% | 0.0% |
| 30D | -43.3% | +2.8% | -46.1% | -43.9% |
| 3M | -41.6% | -13.5% | -28.1% | -40.8% |
| 6M | -52.5% | -19.0% | -33.5% | -52.1% |
| YTD | +60.9% | -61.9% | +122.8% | +94.4% |
| 1Y | +55.7% | -63.2% | +118.9% | +89.5% |
| 3Y | +59.2% | -46.0% | +105.2% | +76.6% |
| 5Y | +25.0% | -51.8% | +76.8% | +39.1% |
| All | +25.0% | -53.8% | +78.8% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling