+27.1%
LOW vs FLUT
-45.0%
+72.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +8.7% | -1.5% | +10.1% | +8.9% |
| 30D | +25.5% | +3.4% | +22.0% | +24.8% |
| 3M | +6.6% | -12.5% | +19.1% | +8.2% |
| 6M | +2.4% | -18.5% | +20.9% | +4.6% |
| YTD | -1.7% | -61.6% | +59.9% | +10.7% |
| 1Y | +1.7% | -64.1% | +65.8% | +15.4% |
| All | +27.1% | -45.0% | +72.1% | +34.1% |
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