+163.6%
W vs FLUT
+45.1%
+118.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.0% |
| 7D | -4.2% | -1.6% | -2.5% | -3.8% |
| 30D | -7.6% | +7.7% | -15.3% | -9.4% |
| 3M | +37.2% | -0.7% | +37.9% | +36.6% |
| 6M | +26.3% | -11.2% | +37.5% | +28.8% |
| YTD | -1.0% | -53.4% | +52.5% | +16.2% |
| 1Y | +20.1% | -65.8% | +85.8% | +50.0% |
| 3Y | +37.8% | -44.9% | +82.7% | +57.9% |
| 5Y | -63.7% | -49.7% | -14.0% | -60.3% |
| 10Y | +156.3% | -9.7% | +166.0% | +172.1% |
| All | +163.6% | +45.1% | +118.5% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling