+250.1%
SPOT vs FLUT
-12.3%
+262.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -6.9% | -3.6% | -3.3% | -6.1% |
| 30D | +4.1% | -0.3% | +4.5% | +4.1% |
| 3M | +3.7% | -12.6% | +16.3% | +6.3% |
| 6M | -1.6% | -8.0% | +6.4% | -0.6% |
| YTD | -10.2% | -54.1% | +44.0% | +5.0% |
| 1Y | -25.9% | -66.1% | +40.2% | -7.7% |
| 3Y | +235.6% | -45.0% | +280.6% | +270.9% |
| 5Y | +110.6% | -51.2% | +161.8% | +120.8% |
| All | +250.1% | -12.3% | +262.5% | +251.4% |
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