+80.0%
JNJ vs FLUT
-50.1%
+130.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -0.8% | +3.8% | -4.6% | -0.7% |
| 30D | +4.3% | +6.3% | -2.0% | +4.4% |
| 3M | +16.5% | -4.0% | +20.5% | +16.5% |
| 6M | +13.1% | -10.3% | +23.4% | +13.0% |
| YTD | +32.1% | -53.2% | +85.3% | +30.9% |
| 1Y | +54.5% | -65.0% | +119.5% | +52.6% |
| 3Y | +82.5% | -43.9% | +126.4% | +80.9% |
| 5Y | +80.0% | -49.2% | +129.3% | +80.2% |
| All | +80.0% | -50.1% | +130.2% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling