+5,614.7%
PH vs FLUT
+1,739.7%
+3,875.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.5% |
| 7D | +6.9% | +4.5% | +2.4% | +6.5% |
| 30D | +1.7% | +9.2% | -7.5% | +0.9% |
| 3M | -8.1% | -13.7% | +5.5% | -7.4% |
| 6M | +11.5% | -9.0% | +20.5% | +11.6% |
| YTD | +11.4% | -60.2% | +71.6% | +18.7% |
| 1Y | +14.1% | -63.1% | +77.2% | +22.2% |
| 3Y | +138.2% | -42.5% | +180.7% | +147.1% |
| 5Y | +216.0% | -47.6% | +263.5% | +225.2% |
| 10Y | +710.0% | -22.9% | +732.9% | +710.5% |
| All | +5,614.7% | +1,739.7% | +3,875.0% | +5,485.7% |
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