+465.0%
JPM vs FLUT
-26.8%
+491.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +3.5% | -0.7% | +4.2% | +3.5% |
| 30D | +3.3% | +9.3% | -6.0% | +2.4% |
| 3M | -4.2% | -17.5% | +13.3% | -3.0% |
| 6M | +16.4% | -14.6% | +31.0% | +17.1% |
| YTD | +9.5% | -62.3% | +71.8% | +17.9% |
| 1Y | +14.0% | -59.6% | +73.7% | +22.0% |
| 3Y | +153.1% | -45.3% | +198.4% | +165.8% |
| 5Y | +134.9% | -50.4% | +185.3% | +141.7% |
| All | +465.0% | -26.8% | +491.8% | +489.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling