+1,671.4%
TER vs FLUT
-9.7%
+1,681.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.8% |
| 7D | +0.6% | -1.6% | +2.3% | +0.9% |
| 30D | -8.3% | +7.7% | -16.0% | -9.6% |
| 3M | -12.2% | -0.7% | -11.5% | -13.3% |
| 6M | +17.1% | -11.2% | +28.2% | +17.5% |
| YTD | +84.7% | -53.4% | +138.1% | +108.4% |
| 1Y | +199.9% | -65.8% | +265.7% | +258.2% |
| 3Y | +232.8% | -44.9% | +277.7% | +259.9% |
| 5Y | +198.6% | -49.7% | +248.3% | +208.7% |
| All | +1,671.4% | -9.7% | +1,681.1% | +1,788.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling