+319.7%
SPY vs FLUT
-10.4%
+330.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.4% | -2.6% | +2.2% | -0.1% |
| 30D | -1.4% | +5.4% | -6.7% | -2.0% |
| 3M | +3.7% | -10.8% | +14.5% | +4.5% |
| 6M | +13.0% | -9.2% | +22.2% | +13.4% |
| YTD | +12.4% | -53.8% | +66.2% | +20.6% |
| 1Y | +18.5% | -66.0% | +84.5% | +30.9% |
| 3Y | +77.6% | -44.7% | +122.3% | +85.7% |
| 5Y | +81.7% | -50.6% | +132.3% | +84.9% |
| 10Y | +319.7% | -10.4% | +330.1% | +324.7% |
| All | +319.7% | -10.4% | +330.1% | +324.7% |
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