+20.7%
XYZ vs FLUT
-63.1%
+83.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.3% | +17.6% | +15.7% |
| 7D | +16.5% | +4.2% | +12.4% | +15.6% |
| 30D | +15.0% | +8.0% | +7.0% | +13.2% |
| 3M | +3.5% | -22.1% | +25.6% | +7.4% |
| 6M | +21.9% | -21.7% | +43.6% | +25.6% |
| YTD | +34.6% | -62.0% | +96.6% | +60.0% |
| 1Y | +20.7% | -63.2% | +83.9% | +44.4% |
| All | +20.7% | -63.1% | +83.9% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling