+19.0%
ON vs FLUT
-11.0%
+30.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +0.3% |
| 7D | +2.4% | -1.6% | +4.1% | +1.9% |
| 30D | -3.3% | +7.7% | -11.0% | -0.3% |
| 3M | -43.6% | -0.7% | -42.9% | -41.5% |
| 6M | +19.0% | -11.2% | +30.1% | +28.5% |
| All | +19.0% | -11.0% | +30.0% | +28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling