+2.0%
FISV vs FLUT
-9.3%
+11.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.1% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | 0.0% | +2.5% | -2.5% | -0.4% |
| 3M | -2.8% | -9.2% | +6.5% | -1.7% |
| 6M | -11.8% | -8.2% | -3.6% | -11.1% |
| YTD | -23.2% | -53.2% | +30.0% | -16.2% |
| 1Y | -62.0% | -65.6% | +3.6% | -57.1% |
| 3Y | -57.6% | -43.6% | -14.0% | -55.2% |
| 5Y | -53.4% | -50.3% | -3.1% | -51.8% |
| All | +2.0% | -9.3% | +11.3% | +4.8% |
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 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