-80.3%
FIG vs FLUT
-66.9%
-13.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -5.9% |
| 7D | -16.4% | +3.8% | -20.2% | -17.7% |
| 30D | -2.3% | +6.3% | -8.6% | -5.8% |
| 3M | +7.8% | -4.0% | +11.9% | +7.8% |
| 6M | -21.8% | -10.3% | -11.6% | -19.8% |
| YTD | -39.1% | -53.2% | +14.0% | -15.8% |
| 1Y | -56.6% | -65.0% | +8.4% | -32.9% |
| All | -80.3% | -66.9% | -13.4% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling