+1,381.5%
IVV vs FLUT
+2,054.3%
-672.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +0.1% | -1.6% | +1.8% | +0.2% |
| 30D | +0.1% | +7.7% | -7.7% | -0.4% |
| 3M | +2.0% | -0.7% | +2.7% | +1.8% |
| 6M | +13.0% | -11.2% | +24.2% | +13.4% |
| YTD | +13.6% | -53.4% | +67.0% | +17.6% |
| 1Y | +20.1% | -65.8% | +85.8% | +26.1% |
| 3Y | +77.6% | -44.9% | +122.5% | +81.6% |
| 5Y | +82.5% | -49.7% | +132.2% | +84.9% |
| 10Y | +316.5% | -9.7% | +326.2% | +314.4% |
| All | +1,381.5% | +2,054.3% | -672.8% | +1,338.7% |
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