+428.1%
WMT vs FLUT
-9.3%
+437.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -7.4% | +2.5% | -9.9% | -7.5% |
| 3M | -10.9% | -9.2% | -1.6% | -10.7% |
| 6M | -12.7% | -8.2% | -4.4% | -12.6% |
| YTD | -3.2% | -53.2% | +50.0% | -1.6% |
| 1Y | +5.3% | -65.6% | +70.8% | +7.8% |
| 3Y | +101.9% | -43.6% | +145.4% | +104.5% |
| 5Y | +134.6% | -50.3% | +184.9% | +136.3% |
| All | +428.1% | -9.3% | +437.4% | +443.6% |
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