+2,483.9%
TRV vs FLUT
+1,645.8%
+838.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +2.0% | -0.7% | +2.7% | +2.0% |
| 30D | +6.7% | +9.3% | -2.5% | +6.4% |
| 3M | +9.4% | -17.5% | +26.8% | +9.9% |
| 6M | +37.7% | -14.6% | +52.3% | +38.2% |
| YTD | +40.6% | -62.3% | +102.9% | +44.6% |
| 1Y | +42.4% | -59.6% | +102.1% | +46.2% |
| 3Y | +148.1% | -45.3% | +193.4% | +151.6% |
| 5Y | +181.7% | -50.4% | +232.1% | +184.4% |
| 10Y | +352.6% | -26.8% | +379.4% | +351.2% |
| All | +2,483.9% | +1,645.8% | +838.1% | +2,414.2% |
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