+99.5%
U vs FLUT
-52.0%
+151.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.2% |
| 7D | +36.6% | -1.1% | +37.7% | +36.9% |
| 30D | +13.3% | +7.7% | +5.6% | +8.8% |
| 3M | +26.2% | -12.2% | +38.3% | +32.1% |
| 6M | +88.7% | -17.6% | +106.3% | +99.8% |
| YTD | +16.6% | -62.0% | +78.6% | +80.7% |
| 1Y | +29.0% | -62.3% | +91.2% | +99.9% |
| 3Y | +99.5% | -52.0% | +151.5% | +199.8% |
| All | +99.5% | -52.0% | +151.5% | +199.8% |
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 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