+48.4%
IR vs FLUT
-50.4%
+98.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -2.8% | -1.6% | -1.2% | -2.6% |
| 30D | -15.1% | +7.7% | -22.9% | -16.4% |
| 3M | +6.1% | -0.7% | +6.8% | +5.3% |
| 6M | -16.8% | -11.2% | -5.7% | -16.0% |
| YTD | -3.5% | -53.4% | +49.9% | +10.3% |
| 1Y | -3.5% | -65.8% | +62.3% | +17.1% |
| 3Y | +9.5% | -44.9% | +54.4% | +18.5% |
| All | +48.4% | -50.4% | +98.8% | +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 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