+27.6%
IR vs FLUT
-52.0%
+79.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +3.7% | -1.1% | +4.8% | +3.8% |
| 30D | +7.4% | +7.7% | -0.3% | +6.2% |
| 3M | -5.9% | -12.2% | +6.2% | -4.7% |
| 6M | +5.6% | -17.6% | +23.1% | +7.1% |
| YTD | +4.8% | -62.0% | +66.8% | +23.2% |
| 1Y | +6.9% | -62.3% | +69.2% | +25.4% |
| 3Y | +27.6% | -52.0% | +79.5% | +47.5% |
| All | +27.6% | -52.0% | +79.5% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling