+191.2%
TER vs FLUT
-45.9%
+237.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.3% |
| 7D | +14.4% | -0.7% | +15.1% | +14.5% |
| 30D | -30.6% | +9.3% | -39.8% | -31.5% |
| 3M | -39.2% | -17.5% | -21.7% | -37.9% |
| 6M | -31.3% | -14.6% | -16.7% | -32.1% |
| YTD | +29.1% | -62.3% | +91.4% | +62.8% |
| 1Y | +47.4% | -59.6% | +107.1% | +81.4% |
| 3Y | +191.2% | -45.3% | +236.5% | +228.0% |
| All | +191.2% | -45.9% | +237.1% | +228.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling