+103.0%
PSX vs FLUT
-65.6%
+168.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +1.8% | -2.6% | +4.4% | +1.9% |
| 30D | +21.6% | +5.4% | +16.3% | +21.2% |
| 3M | +46.5% | -10.8% | +57.2% | +46.9% |
| 6M | +62.0% | -9.2% | +71.2% | +62.2% |
| YTD | +106.3% | -53.8% | +160.1% | +116.6% |
| 1Y | +103.0% | -66.0% | +168.9% | +115.9% |
| All | +103.0% | -65.6% | +168.5% | +115.9% |
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