-51.7%
FIG vs FLUT
-63.1%
+11.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.6% | +6.1% |
| 7D | -4.7% | +4.2% | -8.8% | -6.2% |
| 30D | +0.5% | +8.0% | -7.5% | -2.4% |
| 3M | -18.4% | -22.1% | +3.7% | -11.8% |
| 6M | +10.9% | -21.7% | +32.6% | +18.4% |
| YTD | -40.8% | -62.0% | +21.2% | -12.8% |
| 1Y | -51.7% | -63.2% | +11.5% | -28.0% |
| All | -51.7% | -63.1% | +11.4% | -28.0% |
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