+172.7%
WMT vs FLUT
-49.0%
+221.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.6% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | +12.4% | +5.0% | +7.4% | +12.1% |
| 3M | +9.0% | -16.4% | +25.5% | +9.9% |
| 6M | -3.0% | -14.6% | +11.6% | -2.4% |
| YTD | +14.0% | -61.9% | +75.9% | +19.2% |
| 1Y | +23.0% | -65.0% | +88.1% | +29.2% |
| 3Y | +135.1% | -44.8% | +179.9% | +141.7% |
| 5Y | +172.7% | -49.9% | +222.6% | +181.1% |
| All | +172.7% | -49.0% | +221.7% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling