+99.6%
PSX vs FLUT
-65.9%
+165.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.3% |
| 7D | +4.5% | -1.6% | +6.2% | +4.6% |
| 30D | +26.6% | +7.7% | +18.9% | +26.1% |
| 3M | +39.3% | -0.7% | +40.0% | +39.2% |
| 6M | +56.8% | -11.2% | +68.0% | +57.1% |
| YTD | +101.8% | -53.4% | +155.3% | +112.5% |
| 1Y | +99.6% | -65.8% | +165.4% | +115.8% |
| All | +99.6% | -65.9% | +165.6% | +115.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling