+71.5%
T vs FLUT
-9.2%
+80.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.5% | +3.8% | -5.4% | -1.7% |
| 30D | +7.6% | +6.3% | +1.3% | +7.4% |
| 3M | +15.3% | -4.0% | +19.4% | +15.4% |
| 6M | -8.5% | -10.3% | +1.8% | -8.3% |
| YTD | +6.8% | -53.2% | +59.9% | +9.0% |
| 1Y | -7.2% | -65.0% | +57.8% | -4.5% |
| 3Y | +108.2% | -43.9% | +152.1% | +110.1% |
| 5Y | +66.1% | -49.2% | +115.3% | +65.4% |
| All | +71.5% | -9.2% | +80.6% | +69.1% |
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