+87.0%
SCHW vs FLUT
-43.3%
+130.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -2.8% | -3.6% | +0.8% | -2.1% |
| 30D | -0.1% | -0.3% | +0.3% | -0.2% |
| 3M | +20.6% | -12.6% | +33.2% | +23.2% |
| 6M | +15.9% | -8.0% | +23.9% | +16.8% |
| YTD | +8.5% | -54.1% | +62.6% | +25.6% |
| 1Y | +17.8% | -66.1% | +84.0% | +44.5% |
| All | +87.0% | -43.3% | +130.3% | +105.9% |
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 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