+559.1%
SCHD vs FLUT
+148.5%
+410.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -1.1% | +3.8% | -5.0% | -1.3% |
| 30D | +1.5% | +6.3% | -4.8% | +1.2% |
| 3M | +7.4% | -4.0% | +11.5% | +7.5% |
| 6M | +12.4% | -10.3% | +22.6% | +12.7% |
| YTD | +27.5% | -53.2% | +80.7% | +31.9% |
| 1Y | +30.0% | -65.0% | +95.0% | +36.2% |
| 3Y | +56.5% | -43.9% | +100.4% | +59.6% |
| 5Y | +60.7% | -49.2% | +109.9% | +61.7% |
| 10Y | +237.8% | -9.2% | +246.9% | +237.9% |
| All | +559.1% | +148.5% | +410.6% | +541.3% |
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 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