+39.1%
O vs FLUT
-45.9%
+85.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | +7.1% | +9.3% | -2.1% | +6.9% |
| 3M | -5.2% | -17.5% | +12.2% | -5.0% |
| 6M | -1.8% | -14.6% | +12.8% | -1.5% |
| YTD | +9.1% | -62.3% | +71.3% | +11.1% |
| 1Y | +9.7% | -59.6% | +69.3% | +11.5% |
| 3Y | +39.1% | -45.3% | +84.4% | +42.7% |
| All | +39.1% | -45.9% | +85.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling