+2,737.0%
TSLA vs FLUT
-10.4%
+2,747.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +3.0% | -2.6% | +5.6% | +3.7% |
| 30D | +11.2% | +5.4% | +5.8% | +9.5% |
| 3M | -7.3% | -10.8% | +3.5% | -5.5% |
| 6M | -7.7% | -9.2% | +1.5% | -7.1% |
| YTD | -18.2% | -53.8% | +35.6% | -2.1% |
| 1Y | +6.0% | -66.0% | +72.0% | +37.0% |
| 3Y | +48.0% | -44.7% | +92.7% | +69.9% |
| 5Y | +46.2% | -50.6% | +96.8% | +61.0% |
| 10Y | +2,737.0% | -10.4% | +2,747.4% | +2,982.1% |
| All | +2,737.0% | -10.4% | +2,747.4% | +2,982.1% |
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 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