+38.5%
SLB vs FLUT
-63.4%
+101.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -4.3% | -1.5% | -2.8% | -4.2% |
| 30D | +1.9% | +3.4% | -1.5% | +1.6% |
| 3M | -5.7% | -12.5% | +6.8% | -4.8% |
| 6M | -5.3% | -18.5% | +13.1% | -4.0% |
| YTD | +32.2% | -61.6% | +93.8% | +45.9% |
| 1Y | +38.5% | -64.1% | +102.6% | +53.2% |
| All | +38.5% | -63.4% | +101.9% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling