-39.8%
FIS vs FLUT
-52.0%
+12.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -25.5% | -1.1% | -24.4% | -25.2% |
| 30D | -15.1% | +7.7% | -22.8% | -16.1% |
| 3M | -32.1% | -12.2% | -20.0% | -30.6% |
| 6M | -36.1% | -17.6% | -18.5% | -34.1% |
| YTD | -55.4% | -62.0% | +6.6% | -49.5% |
| 1Y | -53.9% | -62.3% | +8.4% | -47.8% |
| 3Y | -39.8% | -52.0% | +12.2% | -32.9% |
| All | -39.8% | -52.0% | +12.2% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling