+684.9%
USB vs FLUT
+1,660.0%
-975.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.0% |
| 7D | +2.4% | +4.2% | -1.8% | +2.2% |
| 30D | +6.6% | +8.0% | -1.4% | +6.2% |
| 3M | -4.1% | -22.1% | +18.0% | -3.3% |
| 6M | +12.5% | -21.7% | +34.2% | +13.3% |
| YTD | +17.6% | -62.0% | +79.6% | +21.7% |
| 1Y | +36.5% | -63.2% | +99.7% | +41.3% |
| 3Y | +95.4% | -52.1% | +147.5% | +100.6% |
| 5Y | +26.1% | -52.9% | +79.0% | +28.7% |
| 10Y | +101.3% | -26.2% | +127.5% | +106.1% |
| All | +684.9% | +1,660.0% | -975.1% | +739.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling