+156.2%
PSX vs FLUT
-45.9%
+202.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +7.8% | -0.7% | +8.5% | +7.9% |
| 30D | -10.9% | +9.3% | -20.1% | -12.0% |
| 3M | +14.5% | -17.5% | +32.0% | +16.7% |
| 6M | +56.1% | -14.6% | +70.7% | +57.7% |
| YTD | +109.6% | -62.3% | +171.9% | +141.9% |
| 1Y | +95.5% | -59.6% | +155.2% | +122.6% |
| 3Y | +156.2% | -45.3% | +201.5% | +192.3% |
| All | +156.2% | -45.9% | +202.1% | +192.3% |
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