-14.7%
TSLA vs FLUT
-63.4%
+48.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | -4.7% | -1.5% | -3.2% | -4.6% |
| 30D | -0.8% | +3.4% | -4.2% | -1.1% |
| 3M | +14.8% | -12.5% | +27.3% | +15.9% |
| 6M | -11.3% | -18.5% | +7.1% | -10.5% |
| YTD | -15.6% | -61.6% | +46.1% | +0.8% |
| 1Y | -14.7% | -64.1% | +49.4% | +3.6% |
| All | -14.7% | -63.4% | +48.7% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling