+82.7%
WULF vs FLUT
-9.3%
+92.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.2% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | -2.6% | +2.5% | -5.1% | -3.7% |
| 3M | -34.0% | -9.2% | -24.7% | -32.8% |
| 6M | +10.0% | -8.2% | +18.2% | +10.3% |
| YTD | +45.7% | -53.2% | +98.9% | +79.9% |
| 1Y | +57.3% | -65.6% | +122.9% | +113.2% |
| 3Y | +878.9% | -43.6% | +922.5% | +1,056.0% |
| 5Y | -28.3% | -50.3% | +22.0% | -22.3% |
| All | +82.7% | -9.3% | +92.0% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling