+200.9%
TER vs FLUT
-66.2%
+267.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.3% |
| 7D | +0.6% | -1.6% | +2.3% | +0.4% |
| 30D | -8.3% | +7.7% | -16.0% | -7.5% |
| 3M | -12.2% | -0.7% | -11.5% | -12.5% |
| 6M | +17.1% | -11.2% | +28.2% | +19.2% |
| YTD | +84.7% | -53.4% | +138.1% | +118.6% |
| All | +200.9% | -66.2% | +267.0% | +271.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling