-16.6%
SLB vs FLUT
-26.1%
+9.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | -3.7% | -6.5% | +2.8% | -2.9% |
| 30D | +2.9% | +2.8% | +0.2% | +2.4% |
| 3M | +0.2% | -13.5% | +13.7% | +1.7% |
| 6M | -4.4% | -19.0% | +14.5% | -2.7% |
| YTD | +33.4% | -61.9% | +95.3% | +48.9% |
| 1Y | +40.8% | -63.2% | +104.0% | +57.5% |
| 3Y | +3.2% | -46.0% | +49.2% | +9.2% |
| 5Y | +64.8% | -51.8% | +116.6% | +70.4% |
| 10Y | -16.6% | -26.1% | +9.5% | -16.2% |
| All | -16.6% | -26.1% | +9.5% | -16.2% |
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