+599.5%
XYZ vs FLUT
-26.3%
+625.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | +12.1% | -1.1% | +13.2% | +12.3% |
| 30D | +12.4% | +7.7% | +4.7% | +9.3% |
| 3M | +8.2% | -12.2% | +20.3% | +11.5% |
| 6M | +20.7% | -17.6% | +38.2% | +25.6% |
| YTD | +31.3% | -62.0% | +93.3% | +73.1% |
| 1Y | +20.5% | -62.3% | +82.8% | +58.6% |
| 3Y | +72.6% | -52.0% | +124.6% | +109.6% |
| 5Y | -64.0% | -51.8% | -12.2% | -59.2% |
| All | +599.5% | -26.3% | +625.8% | +670.1% |
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