+2,258.8%
TRV vs FLUT
+2,054.3%
+204.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -1.3% |
| 7D | -0.1% | -1.6% | +1.5% | -0.1% |
| 30D | -3.4% | +7.7% | -11.2% | -3.7% |
| 3M | +26.4% | -0.7% | +27.1% | +26.3% |
| 6M | +19.3% | -11.2% | +30.5% | +19.5% |
| YTD | +28.3% | -53.4% | +81.8% | +31.2% |
| 1Y | +34.3% | -65.8% | +100.0% | +38.6% |
| 3Y | +140.1% | -44.9% | +185.1% | +143.2% |
| 5Y | +155.7% | -49.7% | +205.4% | +157.6% |
| 10Y | +285.5% | -9.7% | +295.3% | +282.0% |
| All | +2,258.8% | +2,054.3% | +204.5% | +2,180.9% |
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 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