+1,037.4%
WMT vs FLUT
+1,663.9%
-626.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | +12.4% | +5.0% | +7.4% | +12.2% |
| 3M | +9.0% | -16.4% | +25.5% | +9.4% |
| 6M | -3.0% | -14.6% | +11.6% | -2.7% |
| YTD | +14.0% | -61.9% | +75.9% | +16.2% |
| 1Y | +23.0% | -65.0% | +88.1% | +25.7% |
| 3Y | +135.1% | -44.8% | +179.9% | +137.6% |
| 5Y | +172.7% | -49.9% | +222.6% | +174.9% |
| 10Y | +528.1% | -26.1% | +554.2% | +526.6% |
| All | +1,037.4% | +1,663.9% | -626.5% | +990.0% |
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