+597.0%
SE vs FLUT
+1.8%
+595.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +0.6% | +3.8% | -3.2% | -0.6% |
| 30D | -0.1% | +6.3% | -6.4% | -2.0% |
| 3M | +34.1% | -4.0% | +38.2% | +34.6% |
| 6M | +23.2% | -10.3% | +33.5% | +25.7% |
| YTD | -11.2% | -53.2% | +42.0% | +9.9% |
| 1Y | -40.5% | -65.0% | +24.5% | -20.0% |
| 3Y | +196.3% | -43.9% | +240.2% | +232.8% |
| 5Y | -67.0% | -49.2% | -17.8% | -65.0% |
| All | +597.0% | +1.8% | +595.2% | +569.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling