+142.0%
W vs FLUT
-52.0%
+194.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -3.6% | -1.1% | -2.5% | -3.5% |
| 30D | +7.0% | +7.7% | -0.8% | +2.2% |
| 3M | +7.4% | -12.2% | +19.5% | +12.3% |
| 6M | +69.3% | -17.6% | +86.9% | +79.8% |
| YTD | +11.3% | -62.0% | +73.3% | +82.7% |
| 1Y | +13.2% | -62.3% | +75.5% | +84.6% |
| 3Y | +142.0% | -52.0% | +194.0% | +258.0% |
| All | +142.0% | -52.0% | +194.0% | +258.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling