-83.7%
FIG vs FLUT
-73.2%
-10.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.6% |
| 7D | -13.1% | -1.1% | -12.0% | -12.9% |
| 30D | -13.0% | +7.7% | -20.7% | -15.7% |
| 3M | -21.5% | -12.2% | -9.4% | -19.3% |
| 6M | -2.5% | -17.6% | +15.1% | +2.0% |
| YTD | -49.7% | -62.0% | +12.3% | -25.0% |
| 1Y | -59.1% | -62.3% | +3.2% | -39.2% |
| All | -83.7% | -73.2% | -10.5% | -72.4% |
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