+16.1%
JPM vs FLUT
-63.1%
+79.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.3% |
| 7D | +3.8% | +4.2% | -0.4% | +3.4% |
| 30D | +6.5% | +8.0% | -1.5% | +5.7% |
| 3M | -1.0% | -22.1% | +21.1% | +0.8% |
| 6M | +15.5% | -21.7% | +37.2% | +17.3% |
| YTD | +11.4% | -62.0% | +73.3% | +34.4% |
| 1Y | +16.1% | -63.2% | +79.2% | +40.8% |
| All | +16.1% | -63.1% | +79.2% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling