-79.1%
FIG vs FLUT
-67.1%
-12.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.5% |
| 7D | -16.3% | -1.6% | -14.7% | -15.8% |
| 30D | -14.3% | +7.7% | -22.1% | -18.0% |
| 3M | +7.2% | -0.7% | +7.9% | +5.2% |
| 6M | -18.6% | -11.2% | -7.5% | -16.2% |
| YTD | -35.5% | -53.4% | +18.0% | -10.5% |
| 1Y | -55.8% | -65.8% | +10.0% | -31.0% |
| All | -79.1% | -67.1% | -12.0% | -67.0% |
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 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