+697.4%
INTC vs FLUT
+1,739.7%
-1,042.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +7.4% |
| 7D | +7.3% | +4.5% | +2.7% | +7.1% |
| 30D | -38.3% | +9.2% | -47.5% | -38.6% |
| 3M | -36.0% | -13.7% | -22.4% | -35.8% |
| 6M | -51.7% | -9.0% | -42.7% | -51.8% |
| YTD | +69.4% | -60.2% | +129.6% | +76.1% |
| 1Y | +65.0% | -63.1% | +128.1% | +72.2% |
| 3Y | +63.0% | -42.5% | +105.4% | +67.5% |
| 5Y | +33.4% | -47.6% | +80.9% | +36.4% |
| 10Y | +121.2% | -22.9% | +144.1% | +126.7% |
| All | +697.4% | +1,739.7% | -1,042.2% | +748.6% |
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