-33.3%
TLT vs FLUT
-50.4%
+17.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.2% |
| 7D | -0.4% | -1.6% | +1.2% | -0.4% |
| 30D | -0.6% | +7.7% | -8.3% | -0.7% |
| 3M | -2.7% | -0.7% | -2.0% | -2.8% |
| 6M | -5.6% | -11.2% | +5.5% | -5.5% |
| YTD | -2.8% | -53.4% | +50.7% | -1.6% |
| 1Y | -1.4% | -65.8% | +64.3% | +0.3% |
| 3Y | -1.6% | -44.9% | +43.3% | -1.3% |
| All | -33.3% | -50.4% | +17.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling