+301.3%
LOW vs FLUT
-22.9%
+324.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.5% |
| 7D | +1.0% | +4.5% | -3.6% | +0.5% |
| 30D | +25.6% | +9.2% | +16.4% | +24.5% |
| 3M | +5.3% | -13.7% | +19.0% | +6.5% |
| 6M | +3.7% | -9.0% | +12.8% | +4.2% |
| YTD | -1.9% | -60.2% | +58.4% | +5.6% |
| 1Y | +0.6% | -63.1% | +63.7% | +8.7% |
| 3Y | +26.4% | -42.5% | +68.9% | +31.0% |
| 5Y | +10.1% | -47.6% | +57.7% | +12.5% |
| 10Y | +301.3% | -22.9% | +324.2% | +295.8% |
| All | +301.3% | -22.9% | +324.2% | +295.8% |
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 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