-37.8%
U vs FLUT
-38.4%
+0.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +4.4% | -2.6% | +7.0% | +5.6% |
| 30D | -1.3% | +5.4% | -6.7% | -4.3% |
| 3M | +49.6% | -10.8% | +60.3% | +55.2% |
| 6M | +100.2% | -9.2% | +109.4% | +104.3% |
| YTD | -3.7% | -53.8% | +50.1% | +35.7% |
| 1Y | -6.5% | -66.0% | +59.5% | +50.3% |
| 3Y | +12.9% | -44.7% | +57.6% | +41.9% |
| 5Y | -68.3% | -50.6% | -17.7% | -63.0% |
| All | -37.8% | -38.4% | +0.6% | -34.1% |
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