+96.9%
PSX vs FLUT
-63.1%
+160.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.4% |
| 7D | -5.2% | +4.2% | -9.3% | -5.3% |
| 30D | -3.7% | +8.0% | -11.7% | -4.0% |
| 3M | +26.8% | -22.1% | +48.8% | +27.3% |
| 6M | +47.3% | -21.7% | +69.0% | +47.7% |
| YTD | +105.4% | -62.0% | +167.4% | +112.8% |
| 1Y | +96.9% | -63.2% | +160.1% | +104.0% |
| All | +96.9% | -63.1% | +160.1% | +104.0% |
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