+233.8%
LOW vs FLUT
-10.4%
+244.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -0.6% | -2.6% | +2.0% | -0.4% |
| 30D | -9.3% | +5.4% | -14.6% | -9.8% |
| 3M | -8.1% | -10.8% | +2.7% | -7.4% |
| 6M | -19.8% | -9.2% | -10.5% | -19.4% |
| YTD | -16.4% | -53.8% | +37.4% | -11.2% |
| 1Y | -24.7% | -66.0% | +41.3% | -18.0% |
| 3Y | -8.8% | -44.7% | +35.8% | -5.5% |
| 5Y | +7.8% | -50.6% | +58.4% | +9.6% |
| 10Y | +233.8% | -10.4% | +244.3% | +224.0% |
| All | +233.8% | -10.4% | +244.3% | +224.0% |
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