+87.5%
U vs FLUT
-45.9%
+133.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +5.7% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | +27.6% | +9.3% | +18.3% | +21.3% |
| 3M | +15.3% | -17.5% | +32.8% | +24.4% |
| 6M | +96.4% | -14.6% | +111.0% | +103.8% |
| YTD | +19.6% | -62.3% | +81.8% | +87.9% |
| 1Y | +42.1% | -59.6% | +101.8% | +116.3% |
| 3Y | +87.5% | -45.3% | +132.8% | +175.2% |
| All | +87.5% | -45.9% | +133.4% | +175.2% |
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 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