+535.7%
ON vs FLUT
-25.6%
+561.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -4.1% | -1.5% | -2.6% | -3.9% |
| 30D | -10.2% | +3.4% | -13.6% | -11.0% |
| 3M | -12.7% | -12.5% | -0.3% | -11.4% |
| 6M | -32.5% | -18.5% | -14.1% | -31.7% |
| YTD | +28.6% | -61.6% | +90.2% | +52.3% |
| 1Y | +43.4% | -64.1% | +107.5% | +72.1% |
| 3Y | +3.3% | -44.5% | +47.8% | +13.2% |
| 5Y | +22.5% | -51.3% | +73.8% | +30.8% |
| 10Y | +535.7% | -25.6% | +561.3% | +619.0% |
| All | +535.7% | -25.6% | +561.3% | +619.0% |
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