+35.8%
XYZ vs FLUT
-63.2%
+99.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +11.5% | +9.3% | +2.3% | +9.7% |
| 3M | +1.8% | -17.5% | +19.3% | +4.7% |
| 6M | +21.2% | -14.6% | +35.8% | +23.4% |
| YTD | +29.9% | -62.3% | +92.2% | +56.8% |
| 1Y | +35.8% | -59.6% | +95.4% | +57.4% |
| All | +35.8% | -63.2% | +99.0% | +57.4% |
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