-83.2%
FIG vs FLUT
-73.4%
-9.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | -9.5% | +9.3% | -18.7% | -12.8% |
| 3M | -26.2% | -17.5% | -8.7% | -21.8% |
| 6M | +2.7% | -14.6% | +17.3% | +5.5% |
| YTD | -48.0% | -62.3% | +14.3% | -22.3% |
| 1Y | -52.0% | -59.6% | +7.6% | -30.8% |
| All | -83.2% | -73.4% | -9.8% | -71.4% |
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 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