-69.4%
U vs FLUT
-50.4%
-19.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | -3.8% | -1.6% | -2.2% | -3.1% |
| 30D | +17.5% | +7.7% | +9.7% | +12.4% |
| 3M | +38.7% | -0.7% | +39.4% | +36.2% |
| 6M | +104.4% | -11.2% | +115.6% | +111.0% |
| YTD | -5.7% | -53.4% | +47.8% | +36.0% |
| 1Y | +3.7% | -65.8% | +69.4% | +72.5% |
| 3Y | +12.3% | -44.9% | +57.3% | +42.9% |
| All | -69.4% | -50.4% | -19.1% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling