+637.6%
TEAM vs FLUT
-3.8%
+641.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -17.2% | -6.5% | -10.7% | -15.6% |
| 30D | -25.1% | +2.8% | -27.9% | -25.9% |
| 3M | +3.9% | -13.5% | +17.4% | +7.2% |
| 6M | +69.1% | -19.0% | +88.1% | +77.8% |
| YTD | -4.5% | -61.9% | +57.4% | +22.2% |
| 1Y | -1.9% | -63.2% | +61.4% | +26.2% |
| 3Y | -9.3% | -46.0% | +36.7% | +5.3% |
| 5Y | -65.2% | -51.8% | -13.4% | -60.6% |
| 10Y | +467.0% | -26.1% | +493.0% | +458.3% |
| All | +637.6% | -3.8% | +641.4% | +456.3% |
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