+100.5%
WMT vs FLUT
-42.5%
+143.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.1% | +3.8% | -3.7% | -0.1% |
| 30D | -5.0% | +6.3% | -11.2% | -5.4% |
| 3M | -11.3% | -4.0% | -7.2% | -11.2% |
| 6M | -13.8% | -10.3% | -3.5% | -13.5% |
| YTD | -4.2% | -53.2% | +49.0% | +1.1% |
| 1Y | +4.6% | -65.0% | +69.6% | +13.2% |
| 3Y | +100.5% | -43.9% | +144.4% | +106.9% |
| All | +100.5% | -42.5% | +143.0% | +106.9% |
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 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