+613.4%
T vs FLUT
+1,658.1%
-1,044.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.8% |
| 7D | +1.0% | -1.1% | +2.1% | +1.0% |
| 30D | -10.6% | +7.7% | -18.3% | -10.8% |
| 3M | -7.7% | -12.2% | +4.4% | -7.5% |
| 6M | -13.3% | -17.6% | +4.3% | -12.9% |
| YTD | -8.8% | -62.0% | +53.2% | -6.6% |
| 1Y | -8.4% | -62.3% | +53.9% | -6.3% |
| 3Y | +59.6% | -52.0% | +111.6% | +61.7% |
| 5Y | +52.1% | -51.8% | +103.8% | +52.9% |
| 10Y | +56.9% | -26.3% | +83.2% | +55.3% |
| All | +613.4% | +1,658.1% | -1,044.7% | +587.9% |
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