+92.7%
USB vs FLUT
-25.2%
+117.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | -1.5% | +4.8% | -6.2% | -2.0% |
| 30D | +4.3% | +8.8% | -4.5% | +3.3% |
| 3M | -6.1% | -10.7% | +4.6% | -5.3% |
| 6M | +9.4% | -19.7% | +29.1% | +11.1% |
| YTD | +15.2% | -61.4% | +76.6% | +25.5% |
| 1Y | +32.8% | -61.6% | +94.4% | +44.5% |
| 3Y | +91.3% | -51.4% | +142.7% | +103.6% |
| 5Y | +22.7% | -51.0% | +73.7% | +27.7% |
| All | +92.7% | -25.2% | +117.9% | +106.2% |
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 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