+1,054.6%
WMT vs FLUT
+1,645.8%
-591.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | +10.3% | +9.3% | +1.0% | +10.0% |
| 3M | +11.0% | -17.5% | +28.4% | +11.4% |
| 6M | -2.3% | -14.6% | +12.3% | -2.1% |
| YTD | +15.7% | -62.3% | +78.0% | +18.0% |
| 1Y | +26.0% | -59.6% | +85.6% | +28.3% |
| 3Y | +136.5% | -45.3% | +181.8% | +139.1% |
| 5Y | +176.8% | -50.4% | +227.3% | +179.1% |
| 10Y | +537.5% | -26.8% | +564.4% | +536.2% |
| All | +1,054.6% | +1,645.8% | -591.3% | +1,006.7% |
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