+141.5%
W vs FLUT
-9.2%
+150.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | +6.5% | +3.8% | +2.7% | +5.4% |
| 30D | -6.2% | +6.3% | -12.5% | -8.0% |
| 3M | +48.9% | -4.0% | +52.9% | +49.5% |
| 6M | +31.2% | -10.3% | +41.5% | +33.7% |
| YTD | -0.4% | -53.2% | +52.7% | +19.8% |
| 1Y | +14.8% | -65.0% | +79.9% | +48.1% |
| 3Y | +40.5% | -43.9% | +84.4% | +64.0% |
| 5Y | -62.1% | -49.2% | -12.9% | -58.5% |
| 10Y | +141.5% | -9.2% | +150.7% | +159.4% |
| All | +141.5% | -9.2% | +150.7% | +159.4% |
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