+257.9%
SPOT vs FLUT
-45.9%
+303.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | +16.9% | +9.3% | +7.7% | +14.0% |
| 3M | +23.0% | -17.5% | +40.4% | +28.9% |
| 6M | +42.2% | -14.6% | +56.8% | +46.3% |
| YTD | +5.5% | -62.3% | +67.8% | +35.7% |
| 1Y | -5.1% | -59.6% | +54.6% | +19.5% |
| 3Y | +257.9% | -45.3% | +303.2% | +347.6% |
| All | +257.9% | -45.9% | +303.8% | +347.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling