+264.0%
SPOT vs FLUT
-11.0%
+275.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.7% |
| 7D | -0.9% | -1.6% | +0.7% | -0.6% |
| 30D | +12.5% | +7.7% | +4.7% | +10.5% |
| 3M | +9.9% | -0.7% | +10.6% | +9.4% |
| 6M | +1.6% | -11.2% | +12.7% | +3.3% |
| YTD | -6.6% | -53.4% | +46.9% | +8.8% |
| 1Y | -22.9% | -65.8% | +42.8% | -4.3% |
| 3Y | +244.3% | -44.9% | +289.2% | +280.1% |
| 5Y | +117.8% | -49.7% | +167.5% | +127.4% |
| All | +264.0% | -11.0% | +275.1% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling