+66.2%
XYZ vs FLUT
-44.6%
+110.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | +12.6% | -1.5% | +14.1% | +13.0% |
| 30D | +10.8% | +3.4% | +7.4% | +9.1% |
| 3M | +8.4% | -12.5% | +20.8% | +12.3% |
| 6M | +14.3% | -18.5% | +32.8% | +19.9% |
| YTD | +31.5% | -61.6% | +93.1% | +88.9% |
| 1Y | +28.1% | -64.1% | +92.2% | +89.0% |
| 3Y | +66.2% | -44.5% | +110.6% | +117.9% |
| All | +66.2% | -44.6% | +110.8% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling