+152.8%
JPM vs FLUT
-50.1%
+202.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.4% | +3.8% | -4.2% | -1.0% |
| 30D | -1.1% | +6.3% | -7.4% | -2.2% |
| 3M | +14.1% | -4.0% | +18.2% | +14.1% |
| 6M | +23.3% | -10.3% | +33.6% | +24.1% |
| YTD | +11.3% | -53.2% | +64.4% | +24.3% |
| 1Y | +23.0% | -65.0% | +88.0% | +43.6% |
| 3Y | +162.6% | -43.9% | +206.5% | +181.6% |
| 5Y | +152.8% | -49.2% | +202.0% | +158.8% |
| All | +152.8% | -50.1% | +202.9% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling