+54.8%
SCHD vs FLUT
-42.9%
+97.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.8% |
| 7D | -2.6% | -2.6% | 0.0% | -2.4% |
| 30D | -0.3% | +5.4% | -5.7% | -0.8% |
| 3M | +6.1% | -10.8% | +16.8% | +6.8% |
| 6M | +11.7% | -9.2% | +20.9% | +12.1% |
| YTD | +26.3% | -53.8% | +80.1% | +35.5% |
| 1Y | +28.8% | -66.0% | +94.7% | +42.6% |
| All | +54.8% | -42.9% | +97.7% | +59.2% |
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