+1,122.3%
INTC vs FLUT
+2,054.3%
-932.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.7% | +4.6% |
| 7D | +7.1% | -1.6% | +8.7% | +7.1% |
| 30D | -5.2% | +7.7% | -13.0% | -5.6% |
| 3M | -14.3% | -0.7% | -13.6% | -14.6% |
| 6M | +110.2% | -11.2% | +121.3% | +110.5% |
| YTD | +159.6% | -53.4% | +213.1% | +168.5% |
| 1Y | +289.3% | -65.8% | +355.0% | +308.6% |
| 3Y | +166.1% | -44.9% | +211.0% | +173.4% |
| 5Y | +94.4% | -49.7% | +144.1% | +98.0% |
| 10Y | +227.7% | -9.7% | +237.4% | +234.2% |
| All | +1,122.3% | +2,054.3% | -932.0% | +1,194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling