+2,874.3%
TER vs FLUT
+1,658.1%
+1,216.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | -20.5% | -1.1% | -19.4% | -20.5% |
| 30D | -47.0% | +7.7% | -54.7% | -47.3% |
| 3M | -43.3% | -12.2% | -31.1% | -43.0% |
| 6M | -42.9% | -17.6% | -25.3% | -42.8% |
| YTD | +12.9% | -62.0% | +74.9% | +19.0% |
| 1Y | +18.2% | -62.3% | +80.4% | +24.6% |
| 3Y | +151.8% | -52.0% | +203.7% | +161.8% |
| 5Y | +54.2% | -51.8% | +106.0% | +58.1% |
| 10Y | +908.2% | -26.3% | +934.5% | +935.4% |
| All | +2,874.3% | +1,658.1% | +1,216.2% | +3,257.5% |
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