+631.8%
TEAM vs FLUT
-4.1%
+635.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.5% | -14.6% | -15.7% |
| 7D | -19.8% | -1.1% | -18.8% | -19.7% |
| 30D | -21.5% | +7.7% | -29.2% | -23.4% |
| 3M | +39.5% | -12.2% | +51.7% | +43.5% |
| 6M | +73.1% | -17.6% | +90.6% | +81.1% |
| YTD | -5.2% | -62.0% | +56.8% | +21.3% |
| 1Y | -1.6% | -62.3% | +60.7% | +25.7% |
| 3Y | -11.4% | -52.0% | +40.5% | +5.5% |
| 5Y | -65.1% | -51.8% | -13.3% | -60.5% |
| 10Y | +471.3% | -26.3% | +497.6% | +463.1% |
| All | +631.8% | -4.1% | +635.9% | +452.4% |
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