-27.0%
FIS vs FLUT
-12.7%
-14.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +5.3% |
| 7D | +1.5% | +4.5% | -3.0% | -0.1% |
| 30D | -11.8% | +9.2% | -21.0% | -14.1% |
| 3M | -28.5% | -13.7% | -14.9% | -25.8% |
| 6M | -27.0% | -9.0% | -18.0% | -26.8% |
| All | -27.0% | -12.7% | -14.3% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling