+192.5%
JNJ vs FLUT
-9.3%
+201.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -3.5% | +0.4% | -4.0% | -3.5% |
| 30D | +2.3% | +2.5% | -0.2% | +2.3% |
| 3M | +12.0% | -9.2% | +21.2% | +11.9% |
| 6M | +10.5% | -8.2% | +18.7% | +10.4% |
| YTD | +30.4% | -53.2% | +83.6% | +29.7% |
| 1Y | +52.1% | -65.6% | +117.7% | +51.0% |
| 3Y | +77.8% | -43.6% | +121.4% | +76.9% |
| 5Y | +82.9% | -50.3% | +133.2% | +82.2% |
| All | +192.5% | -9.3% | +201.8% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling