+50.3%
O vs FLUT
-9.2%
+59.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.6% | +3.8% | -4.4% | -0.7% |
| 30D | -2.0% | +6.3% | -8.2% | -2.2% |
| 3M | +3.0% | -4.0% | +7.1% | +3.0% |
| 6M | -3.6% | -10.3% | +6.6% | -3.4% |
| YTD | +12.1% | -53.2% | +65.2% | +15.3% |
| 1Y | +8.9% | -65.0% | +73.9% | +13.4% |
| 3Y | +30.3% | -43.9% | +74.2% | +31.9% |
| 5Y | +13.7% | -49.2% | +63.0% | +13.4% |
| 10Y | +50.3% | -9.2% | +59.4% | +51.4% |
| All | +50.3% | -9.2% | +59.4% | +51.4% |
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