+7,549.5%
ON vs FLUT
+1,675.5%
+5,873.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -4.1% | -1.5% | -2.6% | -4.0% |
| 30D | -10.2% | +3.4% | -13.6% | -10.6% |
| 3M | -12.7% | -12.5% | -0.3% | -12.0% |
| 6M | -32.5% | -18.5% | -14.1% | -32.1% |
| YTD | +28.6% | -61.6% | +90.2% | +39.0% |
| 1Y | +43.4% | -64.1% | +107.5% | +56.0% |
| 3Y | +3.3% | -44.5% | +47.8% | +8.2% |
| 5Y | +22.5% | -51.3% | +73.8% | +27.5% |
| 10Y | +535.7% | -25.6% | +561.3% | +548.0% |
| All | +7,549.5% | +1,675.5% | +5,873.9% | +7,441.7% |
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