+444.2%
V vs FLUT
-26.1%
+470.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | -6.5% | +5.7% | 0.0% |
| 30D | +9.5% | +2.8% | +6.8% | +9.1% |
| 3M | +16.7% | -13.5% | +30.1% | +18.3% |
| 6M | +32.9% | -19.0% | +51.9% | +35.3% |
| YTD | +21.1% | -61.9% | +83.0% | +34.4% |
| 1Y | +26.6% | -63.2% | +89.9% | +40.9% |
| 3Y | +78.4% | -46.0% | +124.4% | +87.9% |
| 5Y | +105.5% | -51.8% | +157.2% | +111.5% |
| 10Y | +444.2% | -26.1% | +470.3% | +455.7% |
| All | +444.2% | -26.1% | +470.3% | +455.7% |
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