+221.6%
JNJ vs FLUT
-26.8%
+248.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | +3.5% | -0.7% | +4.1% | +3.4% |
| 30D | +12.5% | +9.3% | +3.3% | +12.6% |
| 3M | +9.6% | -17.5% | +27.1% | +9.5% |
| 6M | +25.3% | -14.6% | +40.0% | +25.3% |
| YTD | +40.3% | -62.3% | +102.6% | +39.3% |
| 1Y | +49.6% | -59.6% | +109.3% | +48.7% |
| 3Y | +110.8% | -45.3% | +156.1% | +109.6% |
| 5Y | +99.1% | -50.4% | +149.5% | +98.1% |
| All | +221.6% | -26.8% | +248.5% | +222.3% |
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 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