+5.3%
WMT vs FLUT
-65.2%
+70.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.4% |
| 3M | -10.9% | -9.2% | -1.6% | -10.8% |
| 6M | -12.7% | -8.2% | -4.4% | -12.8% |
| YTD | -3.2% | -53.2% | +50.0% | -2.7% |
| 1Y | +5.3% | -65.6% | +70.8% | +4.6% |
| All | +5.3% | -65.2% | +70.5% | +4.6% |
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 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