+859.7%
JNJ vs FLUT
+1,663.9%
-804.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.0% |
| 3M | +9.2% | -16.4% | +25.6% | +9.4% |
| 6M | +27.8% | -14.6% | +42.4% | +27.9% |
| YTD | +39.2% | -61.9% | +101.1% | +40.2% |
| 1Y | +49.1% | -65.0% | +114.2% | +50.3% |
| 3Y | +109.7% | -44.8% | +154.5% | +109.9% |
| 5Y | +97.6% | -49.9% | +147.5% | +97.4% |
| 10Y | +214.1% | -26.1% | +240.2% | +210.3% |
| All | +859.7% | +1,663.9% | -804.2% | +826.3% |
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 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