-52.4%
FIS vs FLUT
-26.8%
-25.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -16.7% | +9.3% | -26.0% | -17.6% |
| 3M | -32.3% | -17.5% | -14.8% | -30.4% |
| 6M | -29.1% | -14.6% | -14.4% | -27.6% |
| YTD | -54.1% | -62.3% | +8.1% | -48.2% |
| 1Y | -53.7% | -59.6% | +5.9% | -48.2% |
| 3Y | -38.8% | -45.3% | +6.4% | -35.3% |
| 5Y | -71.1% | -50.4% | -20.7% | -70.0% |
| All | -52.4% | -26.8% | -25.6% | -49.3% |
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