-63.8%
XYZ vs FLUT
-49.0%
-14.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -2.3% |
| 7D | -2.1% | -1.2% | -0.9% | -1.6% |
| 30D | +7.0% | +5.0% | +2.0% | +4.3% |
| 3M | +5.1% | -16.4% | +21.5% | +12.0% |
| 6M | +14.1% | -14.6% | +28.6% | +18.3% |
| YTD | +26.4% | -61.9% | +88.3% | +89.2% |
| 1Y | +25.1% | -65.0% | +90.1% | +94.6% |
| 3Y | +59.7% | -44.8% | +104.6% | +90.7% |
| 5Y | -63.8% | -49.9% | -13.9% | -61.7% |
| All | -63.8% | -49.0% | -14.8% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling