+752.3%
PLTR vs FLUT
-45.9%
+798.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | +4.7% | -0.7% | +5.4% | +5.0% |
| 30D | -16.4% | +9.3% | -25.7% | -19.6% |
| 3M | -6.2% | -17.5% | +11.3% | -0.8% |
| 6M | +29.2% | -14.6% | +43.8% | +32.9% |
| YTD | -5.5% | -62.3% | +56.8% | +38.9% |
| 1Y | -2.4% | -59.6% | +57.2% | +38.5% |
| 3Y | +752.3% | -45.3% | +797.6% | +1,072.8% |
| All | +752.3% | -45.9% | +798.2% | +1,072.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling