-24.5%
ON vs FLUT
-41.5%
+17.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.4% |
| 7D | +2.4% | -1.6% | +4.1% | +2.7% |
| 30D | -3.3% | +7.7% | -11.0% | -4.9% |
| 3M | -43.6% | -0.7% | -42.9% | -44.4% |
| 6M | +19.0% | -11.2% | +30.1% | +20.1% |
| YTD | +37.4% | -53.4% | +90.8% | +71.7% |
| 1Y | +54.8% | -65.8% | +120.5% | +115.0% |
| All | -24.5% | -41.5% | +17.0% | -13.9% |
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