+1,788.6%
SCHW vs FLUT
+2,067.0%
-278.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -1.3% | +3.8% | -5.1% | -1.5% |
| 30D | -0.4% | +6.3% | -6.7% | -0.7% |
| 3M | +21.7% | -4.0% | +25.7% | +21.8% |
| 6M | +13.0% | -10.3% | +23.2% | +13.3% |
| YTD | +8.0% | -53.2% | +61.2% | +11.3% |
| 1Y | +15.8% | -65.0% | +80.9% | +20.7% |
| 3Y | +87.7% | -43.9% | +131.6% | +91.9% |
| 5Y | +59.7% | -49.2% | +108.9% | +61.7% |
| 10Y | +292.9% | -9.2% | +302.0% | +297.0% |
| All | +1,788.6% | +2,067.0% | -278.4% | +1,931.0% |
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