+656.0%
WULF vs FLUT
+1,645.8%
-989.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +11.0% | -0.7% | +11.7% | +11.1% |
| 30D | +9.4% | +9.3% | +0.1% | +7.9% |
| 3M | -22.6% | -17.5% | -5.1% | -21.3% |
| 6M | -45.4% | -14.6% | -30.8% | -45.0% |
| YTD | +9.8% | -62.3% | +72.1% | +21.7% |
| 1Y | +8.0% | -59.6% | +67.7% | +18.8% |
| 3Y | +1,149.5% | -45.3% | +1,194.8% | +1,248.7% |
| 5Y | -55.6% | -50.4% | -5.2% | -52.6% |
| 10Y | +34.7% | -26.8% | +61.5% | +43.0% |
| All | +656.0% | +1,645.8% | -989.9% | +600.4% |
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