+46.5%
TSLA vs FLUT
-50.1%
+96.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.4% | +3.8% | -0.4% | +2.0% |
| 30D | +12.0% | +6.3% | +5.8% | +9.3% |
| 3M | -10.0% | -4.0% | -5.9% | -10.2% |
| 6M | -7.2% | -10.3% | +3.1% | -6.0% |
| YTD | -18.1% | -53.2% | +35.0% | +6.4% |
| 1Y | +6.3% | -65.0% | +71.3% | +54.4% |
| 3Y | +48.2% | -43.9% | +92.1% | +78.3% |
| 5Y | +46.5% | -49.2% | +95.8% | +66.2% |
| All | +46.5% | -50.1% | +96.7% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling