+831.6%
JNJ vs FLUT
+2,054.3%
-1,222.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.7% |
| 30D | +7.4% | +7.7% | -0.4% | +7.3% |
| 3M | +21.2% | -0.7% | +21.9% | +21.2% |
| 6M | +13.4% | -11.2% | +24.6% | +13.5% |
| YTD | +35.1% | -53.4% | +88.6% | +35.9% |
| 1Y | +57.4% | -65.8% | +123.2% | +58.8% |
| 3Y | +86.8% | -44.9% | +131.7% | +87.0% |
| 5Y | +80.8% | -49.7% | +130.5% | +80.9% |
| 10Y | +202.7% | -9.7% | +212.5% | +198.7% |
| All | +831.6% | +2,054.3% | -1,222.6% | +797.9% |
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 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