-40.2%
FIS vs FLUT
-9.2%
-31.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -3.5% | +3.8% | -7.3% | -4.0% |
| 30D | -7.8% | +6.3% | -14.1% | -8.7% |
| 3M | +0.8% | -4.0% | +4.9% | +1.1% |
| 6M | -21.9% | -10.3% | -11.6% | -21.1% |
| YTD | -39.5% | -53.2% | +13.7% | -33.8% |
| 1Y | -41.0% | -65.0% | +24.1% | -33.3% |
| 3Y | -23.6% | -43.9% | +20.3% | -19.9% |
| 5Y | -65.6% | -49.2% | -16.4% | -65.3% |
| 10Y | -40.2% | -9.2% | -31.0% | -38.5% |
| All | -40.2% | -9.2% | -31.0% | -38.5% |
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