+2,483.6%
TRV vs FLUT
+1,663.9%
+819.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +8.0% | +5.0% | +3.0% | +7.8% |
| 3M | +9.3% | -16.4% | +25.7% | +9.8% |
| 6M | +36.2% | -14.6% | +50.8% | +36.6% |
| YTD | +40.6% | -61.9% | +102.4% | +44.6% |
| 1Y | +43.1% | -65.0% | +108.1% | +47.5% |
| 3Y | +149.6% | -44.8% | +194.4% | +153.0% |
| 5Y | +181.6% | -49.9% | +231.6% | +184.3% |
| 10Y | +352.5% | -26.1% | +378.6% | +351.0% |
| All | +2,483.6% | +1,663.9% | +819.7% | +2,413.0% |
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 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