+78.2%
O vs FLUT
-26.1%
+104.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +3.3% | -6.5% | +9.8% | +3.6% |
| 30D | +10.3% | +2.8% | +7.6% | +10.2% |
| 3M | -3.5% | -13.5% | +10.0% | -3.0% |
| 6M | -1.3% | -19.0% | +17.7% | -0.7% |
| YTD | +10.3% | -61.9% | +72.2% | +14.4% |
| 1Y | +10.4% | -63.2% | +73.6% | +14.5% |
| 3Y | +40.0% | -46.0% | +86.0% | +41.7% |
| 5Y | +12.4% | -51.8% | +64.1% | +12.5% |
| 10Y | +78.2% | -26.1% | +104.3% | +82.1% |
| All | +78.2% | -26.1% | +104.3% | +82.1% |
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 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