+1,552.7%
LOW vs FLUT
+1,663.9%
-111.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.6% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +21.3% | +5.0% | +16.3% | +21.0% |
| 3M | +6.0% | -16.4% | +22.4% | +6.8% |
| 6M | +2.6% | -14.6% | +17.2% | +3.2% |
| YTD | -3.6% | -61.9% | +58.3% | +0.5% |
| 1Y | -1.0% | -65.0% | +64.1% | +3.6% |
| 3Y | +24.2% | -44.8% | +69.0% | +27.0% |
| 5Y | +6.3% | -49.9% | +56.2% | +8.1% |
| 10Y | +294.1% | -26.1% | +320.2% | +293.8% |
| All | +1,552.7% | +1,663.9% | -111.2% | +1,404.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling