-41.0%
FIS vs FLUT
-66.0%
+25.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -3.5% | +3.8% | -7.3% | -4.3% |
| 30D | -7.8% | +6.3% | -14.1% | -9.2% |
| 3M | +0.8% | -4.0% | +4.9% | +1.2% |
| 6M | -21.9% | -10.3% | -11.6% | -21.2% |
| YTD | -39.5% | -53.2% | +13.7% | -36.0% |
| 1Y | -41.0% | -65.0% | +24.1% | -38.0% |
| All | -41.0% | -66.0% | +25.0% | -38.0% |
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