-20.7%
TLT vs FLUT
-9.2%
-11.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.4% | +3.8% | -3.4% | +0.4% |
| 30D | -0.3% | +6.3% | -6.6% | -0.4% |
| 3M | -1.7% | -4.0% | +2.3% | -1.7% |
| 6M | -4.9% | -10.3% | +5.4% | -4.9% |
| YTD | -2.8% | -53.2% | +50.4% | -2.1% |
| 1Y | -4.2% | -65.0% | +60.8% | -3.3% |
| 3Y | -1.1% | -43.9% | +42.8% | -0.8% |
| 5Y | -33.7% | -49.2% | +15.5% | -33.4% |
| 10Y | -20.7% | -9.2% | -11.5% | -19.5% |
| All | -20.7% | -9.2% | -11.5% | -19.5% |
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 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