+291.3%
IR vs FLUT
-2.7%
+294.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 3M | +6.1% | -0.7% | +6.8% | +5.5% |
| 6M | -16.8% | -11.2% | -5.7% | -16.2% |
| YTD | -3.5% | -53.4% | +49.9% | +6.5% |
| 1Y | -3.5% | -65.8% | +62.3% | +11.2% |
| 3Y | +9.5% | -44.9% | +54.4% | +16.5% |
| 5Y | +45.1% | -49.7% | +94.8% | +49.0% |
| All | +291.3% | -2.7% | +294.0% | +285.3% |
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