+32.6%
XYZ vs FLUT
-63.7%
+96.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +14.9% | -6.5% | +21.4% | +16.2% |
| 30D | +14.7% | +2.8% | +11.9% | +13.8% |
| 3M | +12.1% | -13.5% | +25.6% | +14.7% |
| 6M | +18.3% | -19.0% | +37.3% | +21.6% |
| YTD | +36.1% | -61.9% | +97.9% | +69.5% |
| All | +32.6% | -63.7% | +96.2% | +68.9% |
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