+67.6%
SPY vs FLUT
-50.5%
+118.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | -5.4% | +7.7% | -13.1% | -6.6% |
| 3M | -4.1% | -12.2% | +8.1% | -2.8% |
| 6M | +0.7% | -17.6% | +18.3% | +2.3% |
| YTD | +8.7% | -62.0% | +70.7% | +24.7% |
| 1Y | +10.9% | -62.3% | +73.1% | +27.0% |
| 3Y | +75.0% | -52.0% | +126.9% | +90.0% |
| All | +67.6% | -50.5% | +118.2% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling