+5,554.1%
PH vs FLUT
+2,054.3%
+3,499.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -3.1% | -1.6% | -1.4% | -3.0% |
| 30D | -3.2% | +7.7% | -11.0% | -3.9% |
| 3M | +10.6% | -0.7% | +11.3% | +10.2% |
| 6M | -2.1% | -11.2% | +9.0% | -1.7% |
| YTD | +10.2% | -53.4% | +63.6% | +16.2% |
| 1Y | +28.2% | -65.8% | +94.0% | +38.4% |
| 3Y | +134.9% | -44.9% | +179.8% | +143.9% |
| 5Y | +253.6% | -49.7% | +303.3% | +263.2% |
| 10Y | +804.7% | -9.7% | +814.4% | +796.1% |
| All | +5,554.1% | +2,054.3% | +3,499.9% | +5,370.3% |
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