+108.3%
V vs FLUT
-52.1%
+160.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +9.0% | +9.3% | -0.3% | +7.3% |
| 3M | +16.7% | -17.5% | +34.2% | +19.9% |
| 6M | +33.4% | -14.6% | +48.0% | +35.5% |
| YTD | +22.4% | -62.3% | +84.6% | +42.1% |
| 1Y | +27.7% | -59.6% | +87.3% | +46.5% |
| 3Y | +78.0% | -45.3% | +123.3% | +88.7% |
| All | +108.3% | -52.1% | +160.4% | +112.8% |
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