+34.4%
TSLA vs FLUT
-42.9%
+77.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | +3.0% | -2.6% | +5.6% | +4.0% |
| 30D | +11.2% | +5.4% | +5.8% | +8.7% |
| 3M | -7.3% | -10.8% | +3.5% | -4.7% |
| 6M | -7.7% | -9.2% | +1.5% | -6.8% |
| YTD | -18.2% | -53.8% | +35.6% | +11.9% |
| 1Y | +6.0% | -66.0% | +72.0% | +67.6% |
| All | +34.4% | -42.9% | +77.4% | +66.7% |
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