+219.1%
JNJ vs FLUT
-26.1%
+245.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.1% |
| 7D | +4.1% | -1.2% | +5.3% | +4.1% |
| 30D | +14.0% | +5.0% | +9.0% | +14.1% |
| 3M | +9.2% | -16.4% | +25.6% | +9.1% |
| 6M | +27.8% | -14.6% | +42.4% | +27.7% |
| YTD | +39.2% | -61.9% | +101.1% | +38.2% |
| 1Y | +49.1% | -65.0% | +114.2% | +48.1% |
| 3Y | +109.7% | -44.8% | +154.5% | +108.5% |
| 5Y | +97.6% | -49.9% | +147.5% | +96.6% |
| All | +219.1% | -26.1% | +245.2% | +219.9% |
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