+27.4%
WMT vs FLUT
-63.1%
+90.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.5% |
| 7D | +8.8% | +4.2% | +4.6% | +8.6% |
| 30D | +22.9% | +8.0% | +14.9% | +22.7% |
| 3M | +16.1% | -22.1% | +38.1% | +16.4% |
| 6M | -0.5% | -21.7% | +21.2% | -0.1% |
| YTD | +16.7% | -62.0% | +78.6% | +18.6% |
| 1Y | +27.4% | -63.2% | +90.5% | +29.9% |
| All | +27.4% | -63.1% | +90.5% | +29.9% |
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