-9.4%
T vs FLUT
-64.7%
+55.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | 0.0% |
| 7D | +1.6% | -1.2% | +2.9% | +1.7% |
| 30D | -2.9% | +5.0% | -7.9% | -3.3% |
| 3M | -7.5% | -16.4% | +8.9% | -6.8% |
| 6M | -9.9% | -14.6% | +4.7% | -8.8% |
| YTD | -6.4% | -61.9% | +55.4% | -6.4% |
| 1Y | -9.4% | -65.0% | +55.6% | -9.5% |
| All | -9.4% | -64.7% | +55.3% | -9.5% |
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