+293.8%
TRV vs FLUT
-11.0%
+304.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -1.5% | -3.6% | +2.1% | -1.3% |
| 30D | -1.8% | -0.3% | -1.5% | -1.8% |
| 3M | +21.6% | -12.6% | +34.2% | +22.2% |
| 6M | +22.5% | -8.0% | +30.4% | +22.6% |
| YTD | +28.1% | -54.1% | +82.3% | +33.2% |
| 1Y | +37.0% | -66.1% | +103.1% | +44.8% |
| 3Y | +141.9% | -45.0% | +186.9% | +147.3% |
| 5Y | +158.5% | -51.2% | +209.7% | +161.4% |
| All | +293.8% | -11.0% | +304.8% | +286.9% |
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