+455.4%
V vs FLUT
-25.6%
+481.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | +9.9% | +3.4% | +6.5% | +9.4% |
| 3M | +17.5% | -12.5% | +30.0% | +19.0% |
| 6M | +33.5% | -18.5% | +51.9% | +35.8% |
| YTD | +21.6% | -61.6% | +83.2% | +34.8% |
| 1Y | +27.6% | -64.1% | +91.7% | +42.3% |
| 3Y | +76.4% | -44.5% | +120.9% | +85.2% |
| 5Y | +103.8% | -51.3% | +155.1% | +109.6% |
| All | +455.4% | -25.6% | +481.0% | +466.9% |
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