-6.4%
T vs FLUT
-63.1%
+56.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.2% |
| 7D | +5.5% | +4.2% | +1.3% | +5.1% |
| 30D | -8.9% | +8.0% | -16.9% | -9.4% |
| 3M | -5.6% | -22.1% | +16.5% | -4.7% |
| 6M | -14.3% | -21.7% | +7.4% | -13.6% |
| YTD | -7.9% | -62.0% | +54.0% | -7.1% |
| 1Y | -6.4% | -63.2% | +56.7% | -5.5% |
| All | -6.4% | -63.1% | +56.7% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling