+243.6%
W vs FLUT
-26.1%
+269.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | +3.3% | -6.5% | +9.8% | +5.0% |
| 30D | +10.5% | +2.8% | +7.8% | +9.4% |
| 3M | +9.6% | -13.5% | +23.1% | +13.0% |
| 6M | +76.4% | -19.0% | +95.4% | +83.9% |
| YTD | +16.4% | -61.9% | +78.3% | +47.1% |
| 1Y | +9.3% | -63.2% | +72.6% | +39.1% |
| 3Y | +172.8% | -46.0% | +218.8% | +225.4% |
| 5Y | -53.4% | -51.8% | -1.6% | -46.5% |
| 10Y | +243.6% | -26.1% | +269.7% | +292.5% |
| All | +243.6% | -26.1% | +269.7% | +292.5% |
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