-51.1%
FIS vs FLUT
-63.1%
+12.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -2.3% | -21.3% | -23.0% |
| 7D | -18.4% | +4.2% | -22.6% | -19.1% |
| 30D | -11.4% | +8.0% | -19.4% | -13.0% |
| 3M | -32.0% | -22.1% | -9.9% | -27.8% |
| 6M | -35.6% | -21.7% | -13.9% | -32.2% |
| YTD | -53.8% | -62.0% | +8.2% | -46.6% |
| 1Y | -51.1% | -63.2% | +12.1% | -43.4% |
| All | -51.1% | -63.1% | +12.1% | -43.4% |
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 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