+20.0%
ON vs FLUT
-52.1%
+72.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | +12.2% | -0.7% | +12.9% | +12.5% |
| 30D | -3.1% | +9.3% | -12.4% | -5.7% |
| 3M | -12.9% | -17.5% | +4.6% | -9.5% |
| 6M | -38.6% | -14.6% | -24.0% | -38.4% |
| YTD | +31.2% | -62.3% | +93.5% | +71.7% |
| 1Y | +47.6% | -59.6% | +107.3% | +88.5% |
| 3Y | +6.6% | -45.3% | +51.9% | +19.6% |
| All | +20.0% | -52.1% | +72.1% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling