+62.5%
T vs FLUT
-26.1%
+88.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | -0.2% |
| 7D | +1.6% | -1.2% | +2.9% | +1.7% |
| 30D | -2.9% | +5.0% | -7.9% | -3.1% |
| 3M | -7.5% | -16.4% | +8.9% | -7.0% |
| 6M | -9.9% | -14.6% | +4.7% | -9.5% |
| YTD | -6.4% | -61.9% | +55.4% | -3.9% |
| 1Y | -9.4% | -65.0% | +55.6% | -6.7% |
| 3Y | +64.9% | -44.8% | +109.7% | +66.4% |
| 5Y | +57.0% | -49.9% | +106.9% | +57.0% |
| All | +62.5% | -26.1% | +88.6% | +62.6% |
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