+1,196.1%
O vs FLUT
+1,658.1%
-462.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.7% |
| 7D | +3.7% | -1.1% | +4.8% | +3.7% |
| 30D | +11.2% | +7.7% | +3.5% | +11.0% |
| 3M | -4.0% | -12.2% | +8.2% | -3.7% |
| 6M | -5.2% | -17.6% | +12.3% | -4.9% |
| YTD | +9.5% | -62.0% | +71.5% | +12.0% |
| 1Y | +10.6% | -62.3% | +72.9% | +13.1% |
| 3Y | +38.1% | -52.0% | +90.1% | +39.8% |
| 5Y | +10.2% | -51.8% | +62.0% | +10.8% |
| 10Y | +71.4% | -26.3% | +97.7% | +69.9% |
| All | +1,196.1% | +1,658.1% | -462.0% | +1,134.2% |
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