+80.0%
TSLA vs FLUT
-46.0%
+126.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.4% |
| 7D | -6.4% | -6.5% | +0.1% | -4.4% |
| 30D | -1.2% | +2.8% | -4.0% | -2.5% |
| 3M | +15.1% | -13.5% | +28.5% | +19.4% |
| 6M | -11.7% | -19.0% | +7.2% | -8.3% |
| YTD | -15.9% | -61.9% | +45.9% | +22.9% |
| 1Y | -12.0% | -63.2% | +51.3% | +30.3% |
| 3Y | +80.0% | -46.0% | +126.1% | +148.8% |
| All | +80.0% | -46.0% | +126.0% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling