-26.6%
U vs FLUT
-49.2%
+22.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +2.9% |
| 7D | +2.8% | -1.2% | +4.0% | +3.2% |
| 30D | +7.6% | +5.0% | +2.6% | +4.7% |
| 3M | +12.7% | -16.4% | +29.1% | +20.6% |
| 6M | +87.0% | -14.6% | +101.5% | +94.7% |
| YTD | +13.6% | -61.9% | +75.5% | +73.3% |
| 1Y | +25.3% | -65.0% | +90.3% | +98.0% |
| 3Y | +85.8% | -44.8% | +130.6% | +134.0% |
| 5Y | -74.5% | -49.9% | -24.6% | -69.5% |
| All | -26.6% | -49.2% | +22.6% | -15.8% |
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 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