+3,310.4%
V vs FLUT
+155.0%
+3,155.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +2.2% | -1.1% | +3.3% | +2.3% |
| 30D | +13.6% | +7.7% | +5.9% | +12.8% |
| 3M | +14.3% | -12.2% | +26.5% | +15.3% |
| 6M | +33.1% | -17.6% | +50.7% | +34.6% |
| YTD | +21.2% | -62.0% | +83.2% | +30.2% |
| 1Y | +26.4% | -62.3% | +88.7% | +35.7% |
| 3Y | +77.6% | -52.0% | +129.5% | +85.7% |
| 5Y | +102.6% | -51.8% | +154.4% | +108.0% |
| 10Y | +464.4% | -26.3% | +490.7% | +461.8% |
| All | +3,310.4% | +155.0% | +3,155.4% | +3,198.1% |
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