+58.8%
T vs FLUT
-25.6%
+84.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +2.6% | -1.5% | +4.0% | +2.6% |
| 30D | -1.1% | +3.4% | -4.5% | -1.2% |
| 3M | -7.7% | -12.5% | +4.7% | -7.4% |
| 6M | -10.6% | -18.5% | +7.8% | -10.1% |
| YTD | -7.5% | -61.6% | +54.2% | -4.9% |
| 1Y | -7.4% | -64.1% | +56.7% | -4.8% |
| 3Y | +63.1% | -44.5% | +107.5% | +64.6% |
| 5Y | +55.2% | -51.3% | +106.5% | +55.3% |
| 10Y | +58.8% | -25.6% | +84.4% | +58.6% |
| All | +58.8% | -25.6% | +84.4% | +58.6% |
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 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