+154.5%
TRV vs FLUT
-48.5%
+203.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +0.2% | -2.6% | +2.8% | +0.4% |
| 30D | -2.3% | +5.4% | -7.7% | -2.8% |
| 3M | +22.7% | -10.8% | +33.5% | +23.4% |
| 6M | +21.9% | -9.2% | +31.2% | +22.3% |
| YTD | +27.5% | -53.8% | +81.3% | +34.3% |
| 1Y | +36.2% | -66.0% | +102.2% | +46.8% |
| 3Y | +140.6% | -44.7% | +185.3% | +147.5% |
| 5Y | +154.5% | -50.6% | +205.1% | +158.1% |
| All | +154.5% | -48.5% | +203.0% | +158.1% |
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