+47.6%
ON vs FLUT
-63.1%
+110.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -2.2% |
| 7D | -5.8% | +4.2% | -10.0% | -5.3% |
| 30D | -17.1% | +8.0% | -25.1% | -16.2% |
| 3M | -11.8% | -22.1% | +10.3% | -14.3% |
| 6M | -30.2% | -21.7% | -8.5% | -30.5% |
| YTD | +31.6% | -62.0% | +93.5% | +51.8% |
| 1Y | +47.6% | -63.2% | +110.7% | +71.1% |
| All | +47.6% | -63.1% | +110.7% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling