-55.3%
FIS vs FLUT
-26.1%
-29.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | -29.4% | -6.5% | -22.9% | -28.6% |
| 30D | -16.7% | +2.8% | -19.5% | -17.0% |
| 3M | -33.0% | -13.5% | -19.5% | -31.6% |
| 6M | -33.3% | -19.0% | -14.4% | -31.5% |
| YTD | -56.0% | -61.9% | +5.9% | -50.4% |
| 1Y | -54.6% | -63.2% | +8.7% | -48.7% |
| 3Y | -40.6% | -46.0% | +5.4% | -37.1% |
| 5Y | -71.9% | -51.8% | -20.2% | -71.0% |
| 10Y | -55.3% | -26.1% | -29.3% | -52.6% |
| All | -55.3% | -26.1% | -29.3% | -52.6% |
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