+41.2%
USB vs FLUT
-50.4%
+91.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +1.4% | -1.6% | +3.1% | +1.7% |
| 30D | -1.3% | +7.7% | -9.1% | -2.8% |
| 3M | +15.2% | -0.7% | +16.0% | +14.5% |
| 6M | +18.8% | -11.2% | +30.0% | +20.1% |
| YTD | +21.0% | -53.4% | +74.5% | +37.6% |
| 1Y | +34.0% | -65.8% | +99.8% | +60.7% |
| 3Y | +95.3% | -44.9% | +140.3% | +111.2% |
| All | +41.2% | -50.4% | +91.5% | +47.8% |
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 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