+72.2%
V vs FLUT
-50.4%
+122.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | +2.0% | +7.7% | -5.8% | +0.5% |
| 3M | +17.4% | -0.7% | +18.1% | +16.8% |
| 6M | +17.5% | -11.2% | +28.7% | +18.8% |
| YTD | +7.6% | -53.4% | +61.0% | +21.2% |
| 1Y | +7.7% | -65.8% | +73.5% | +27.5% |
| 3Y | +54.7% | -44.9% | +99.6% | +64.6% |
| All | +72.2% | -50.4% | +122.5% | +77.8% |
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