+7,494.5%
ON vs FLUT
+1,664.3%
+5,830.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.4% | +8.8% | +9.1% |
| 7D | -1.4% | -6.5% | +5.0% | -0.9% |
| 30D | -10.9% | +2.8% | -13.6% | -11.2% |
| 3M | -14.9% | -13.5% | -1.4% | -14.1% |
| 6M | -33.0% | -19.0% | -14.1% | -32.5% |
| YTD | +27.6% | -61.9% | +89.5% | +38.1% |
| 1Y | +44.5% | -63.2% | +107.7% | +56.8% |
| 3Y | +7.4% | -46.0% | +53.4% | +12.8% |
| 5Y | +18.7% | -51.8% | +70.5% | +23.7% |
| 10Y | +516.0% | -26.1% | +542.0% | +528.2% |
| All | +7,494.5% | +1,664.3% | +5,830.2% | +7,391.6% |
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 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