+60.6%
SCHW vs FLUT
-51.9%
+112.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | +20.6% | -12.6% | +33.2% | +22.9% |
| 6M | +15.9% | -8.0% | +23.9% | +16.7% |
| YTD | +8.5% | -54.1% | +62.6% | +23.3% |
| 1Y | +17.8% | -66.1% | +84.0% | +40.8% |
| 3Y | +88.5% | -45.0% | +133.6% | +104.5% |
| 5Y | +60.6% | -51.2% | +111.9% | +69.6% |
| All | +60.6% | -51.9% | +112.5% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling