+14.8%
W vs FLUT
-66.0%
+80.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | +6.5% | +3.8% | +2.7% | +5.1% |
| 30D | -6.2% | +6.3% | -12.5% | -8.6% |
| 3M | +48.9% | -4.0% | +52.9% | +49.3% |
| 6M | +31.2% | -10.3% | +41.5% | +34.2% |
| YTD | -0.4% | -53.2% | +52.7% | +20.5% |
| 1Y | +14.8% | -65.0% | +79.9% | +47.5% |
| All | +14.8% | -66.0% | +80.8% | +47.5% |
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 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