+865.7%
WMT vs FLUT
+2,054.3%
-1,188.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | +3.9% | -1.6% | +5.6% | +4.0% |
| 30D | -4.4% | +7.7% | -12.1% | -4.6% |
| 3M | -8.8% | -0.7% | -8.1% | -8.8% |
| 6M | -15.6% | -11.2% | -4.5% | -15.5% |
| YTD | -3.2% | -53.4% | +50.2% | -1.7% |
| 1Y | +7.0% | -65.8% | +72.8% | +9.4% |
| 3Y | +105.3% | -44.9% | +150.2% | +107.3% |
| 5Y | +129.3% | -49.7% | +178.9% | +130.8% |
| 10Y | +423.9% | -9.7% | +433.6% | +420.5% |
| All | +865.7% | +2,054.3% | -1,188.6% | +821.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling