+8,073.6%
ON vs FLUT
+2,054.3%
+6,019.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +2.4% | -1.6% | +4.1% | +2.6% |
| 30D | -3.3% | +7.7% | -11.0% | -4.1% |
| 3M | -43.6% | -0.7% | -42.9% | -43.9% |
| 6M | +19.0% | -11.2% | +30.1% | +19.2% |
| YTD | +37.4% | -53.4% | +90.8% | +46.3% |
| 1Y | +54.8% | -65.8% | +120.5% | +69.8% |
| 3Y | -25.2% | -44.9% | +19.8% | -21.7% |
| 5Y | +62.7% | -49.7% | +112.4% | +67.8% |
| 10Y | +574.3% | -9.7% | +584.1% | +577.2% |
| All | +8,073.6% | +2,054.3% | +6,019.4% | +7,839.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling