+345.8%
PSX vs FLUT
-26.1%
+371.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | -8.0% | -6.5% | -1.5% | -7.5% |
| 30D | -9.0% | +2.8% | -11.8% | -9.3% |
| 3M | +24.7% | -13.5% | +38.2% | +25.9% |
| 6M | +49.3% | -19.0% | +68.3% | +51.2% |
| YTD | +100.2% | -61.9% | +162.1% | +116.1% |
| 1Y | +88.8% | -63.2% | +152.1% | +104.1% |
| 3Y | +152.5% | -46.0% | +198.5% | +164.5% |
| 5Y | +283.2% | -51.8% | +335.0% | +293.7% |
| 10Y | +345.8% | -26.1% | +371.9% | +347.6% |
| All | +345.8% | -26.1% | +371.9% | +347.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling