+24.2%
IR vs FLUT
-45.4%
+69.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.8% |
| 7D | +4.2% | -1.2% | +5.4% | +4.4% |
| 30D | +8.1% | +5.0% | +3.0% | +7.1% |
| 3M | +0.7% | -16.4% | +17.1% | +2.8% |
| 6M | +16.6% | -14.6% | +31.2% | +17.6% |
| YTD | +7.8% | -61.9% | +69.6% | +27.8% |
| 1Y | +9.9% | -65.0% | +74.9% | +32.5% |
| All | +24.2% | -45.4% | +69.6% | +44.6% |
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 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