+62.5%
T vs FLUT
-26.8%
+89.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | -3.8% | +9.3% | -13.0% | -4.1% |
| 3M | -8.7% | -17.5% | +8.7% | -8.2% |
| 6M | -8.1% | -14.6% | +6.5% | -7.7% |
| YTD | -6.4% | -62.3% | +55.8% | -3.8% |
| 1Y | -9.8% | -59.6% | +49.9% | -7.5% |
| 3Y | +65.5% | -45.3% | +110.8% | +67.1% |
| 5Y | +57.0% | -50.4% | +107.4% | +57.1% |
| All | +62.5% | -26.8% | +89.3% | +62.7% |
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