+152.7%
JPM vs FLUT
-46.0%
+198.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +0.4% | -6.5% | +6.9% | +1.3% |
| 30D | +2.7% | +2.8% | 0.0% | +2.2% |
| 3M | -3.8% | -13.5% | +9.6% | -2.3% |
| 6M | +14.3% | -19.0% | +33.3% | +16.4% |
| YTD | +8.2% | -61.9% | +70.1% | +27.5% |
| 1Y | +11.0% | -63.2% | +74.2% | +31.4% |
| 3Y | +152.7% | -46.0% | +198.7% | +192.8% |
| All | +152.7% | -46.0% | +198.6% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling