+737.5%
T vs FLUT
+2,054.3%
-1,316.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.9% |
| 7D | -1.3% | -1.6% | +0.4% | -1.2% |
| 30D | +11.4% | +7.7% | +3.6% | +11.1% |
| 3M | +14.3% | -0.7% | +15.0% | +14.2% |
| 6M | -9.3% | -11.2% | +1.9% | -9.1% |
| YTD | +7.1% | -53.4% | +60.5% | +9.0% |
| 1Y | -9.1% | -65.8% | +56.7% | -6.8% |
| 3Y | +105.3% | -44.9% | +150.3% | +107.1% |
| 5Y | +66.8% | -49.7% | +116.5% | +67.4% |
| 10Y | +66.8% | -9.7% | +76.5% | +64.2% |
| All | +737.5% | +2,054.3% | -1,316.7% | +703.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling