+22.2%
LQD vs FLUT
-11.0%
+33.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -1.1% | -3.6% | +2.5% | -1.0% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | -2.3% | -12.6% | +10.3% | -2.1% |
| 6M | -2.9% | -8.0% | +5.1% | -2.8% |
| YTD | -2.3% | -54.1% | +51.8% | -0.9% |
| 1Y | -2.2% | -66.1% | +63.9% | -0.2% |
| 3Y | +14.0% | -45.0% | +59.0% | +14.8% |
| 5Y | -5.8% | -51.2% | +45.5% | -5.8% |
| All | +22.2% | -11.0% | +33.2% | +23.0% |
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