+20.3%
JPM vs FLUT
-65.9%
+86.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.8% |
| 7D | +0.3% | -1.6% | +1.9% | +0.4% |
| 30D | -0.2% | +7.7% | -7.9% | -0.8% |
| 3M | +15.9% | -0.7% | +16.6% | +15.3% |
| 6M | +20.9% | -11.2% | +32.1% | +22.1% |
| YTD | +12.9% | -53.4% | +66.3% | +27.5% |
| 1Y | +20.3% | -65.8% | +86.1% | +37.2% |
| All | +20.3% | -65.9% | +86.2% | +37.2% |
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 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