+969.8%
WULF vs FLUT
+2,067.0%
-1,097.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.6% | +7.6% | +8.1% |
| 7D | +21.9% | +3.8% | +18.1% | +21.4% |
| 30D | +4.6% | +6.3% | -1.7% | +3.7% |
| 3M | -30.9% | -4.0% | -26.9% | -31.0% |
| 6M | +29.9% | -10.3% | +40.2% | +30.5% |
| YTD | +55.4% | -53.2% | +108.6% | +68.7% |
| 1Y | +94.1% | -65.0% | +159.2% | +117.8% |
| 3Y | +892.2% | -43.9% | +936.1% | +965.1% |
| 5Y | -26.7% | -49.2% | +22.5% | -23.2% |
| 10Y | +94.0% | -9.2% | +103.2% | +101.6% |
| All | +969.8% | +2,067.0% | -1,097.1% | +870.6% |
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