+91.7%
USB vs FLUT
-26.3%
+118.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | +5.8% | +7.7% | -1.9% | +5.0% |
| 3M | -6.0% | -12.2% | +6.2% | -5.0% |
| 6M | +7.8% | -17.6% | +25.3% | +9.1% |
| YTD | +14.6% | -62.0% | +76.6% | +25.0% |
| 1Y | +31.8% | -62.3% | +94.0% | +43.7% |
| 3Y | +91.5% | -52.0% | +143.5% | +104.1% |
| 5Y | +22.0% | -51.8% | +73.8% | +27.3% |
| All | +91.7% | -26.3% | +118.0% | +105.5% |
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