+25.3%
U vs FLUT
-64.7%
+90.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +3.0% |
| 7D | +2.8% | -1.2% | +4.0% | +3.2% |
| 30D | +7.6% | +5.0% | +2.6% | +4.3% |
| 3M | +12.7% | -16.4% | +29.1% | +21.6% |
| 6M | +87.0% | -14.6% | +101.5% | +92.0% |
| YTD | +13.6% | -61.9% | +75.5% | +102.7% |
| 1Y | +25.3% | -65.0% | +90.3% | +132.2% |
| All | +25.3% | -64.7% | +90.0% | +132.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling