+8.4%
LOW vs FLUT
-50.1%
+58.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.7% |
| 1Y | -24.9% | -65.0% | +40.1% | -15.1% |
| 3Y | -7.8% | -43.9% | +36.1% | -3.5% |
| 5Y | +8.4% | -49.2% | +57.6% | +12.0% |
| All | +8.4% | -50.1% | +58.5% | +12.0% |
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 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