-7.8%
LOW vs FLUT
-42.5%
+34.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.4% | +3.8% | -3.4% | -0.1% |
| 30D | -10.1% | +6.3% | -16.4% | -10.9% |
| 3M | -2.9% | -4.0% | +1.2% | -2.7% |
| 6M | -19.4% | -10.3% | -9.1% | -18.8% |
| YTD | -15.4% | -53.2% | +37.7% | -7.2% |
| 1Y | -24.9% | -65.0% | +40.1% | -14.3% |
| 3Y | -7.8% | -43.9% | +36.1% | -5.6% |
| All | -7.8% | -42.5% | +34.7% | -5.6% |
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