+20.1%
W vs FLUT
-65.9%
+86.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.3% |
| 7D | -4.2% | -1.6% | -2.5% | -3.6% |
| 30D | -7.6% | +7.7% | -15.3% | -10.4% |
| 3M | +37.2% | -0.7% | +37.9% | +35.8% |
| 6M | +26.3% | -11.2% | +37.5% | +29.8% |
| YTD | -1.0% | -53.4% | +52.5% | +22.0% |
| 1Y | +20.1% | -65.8% | +85.8% | +59.8% |
| All | +20.1% | -65.9% | +86.0% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling