+634.2%
T vs FLUT
+1,739.7%
-1,105.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.2% | +1.4% |
| 7D | +2.0% | +4.5% | -2.6% | +1.8% |
| 30D | -1.0% | +9.2% | -10.2% | -1.3% |
| 3M | -8.1% | -13.7% | +5.5% | -7.8% |
| 6M | -8.3% | -9.0% | +0.7% | -8.1% |
| YTD | -6.1% | -60.2% | +54.1% | -4.0% |
| 1Y | -7.4% | -63.1% | +55.8% | -5.2% |
| 3Y | +65.4% | -42.5% | +107.9% | +66.7% |
| 5Y | +57.6% | -47.6% | +105.2% | +58.2% |
| 10Y | +61.4% | -22.9% | +84.3% | +59.5% |
| All | +634.2% | +1,739.7% | -1,105.5% | +607.0% |
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