+1,112.1%
PSX vs FLUT
+94.0%
+1,018.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.9% |
| 3M | +39.3% | -0.7% | +40.0% | +39.0% |
| 6M | +56.8% | -11.2% | +68.0% | +57.5% |
| YTD | +101.8% | -53.4% | +155.3% | +111.5% |
| 1Y | +99.6% | -65.8% | +165.4% | +113.3% |
| 3Y | +140.3% | -44.9% | +185.3% | +148.4% |
| 5Y | +339.3% | -49.7% | +389.0% | +345.7% |
| 10Y | +369.9% | -9.7% | +379.6% | +374.8% |
| All | +1,112.1% | +94.0% | +1,018.1% | +1,210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling