-63.0%
FISV vs FLUT
-66.2%
+3.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -7.2% | -3.6% | -3.6% | -6.3% |
| 30D | -7.2% | -0.3% | -6.8% | -7.3% |
| 3M | -8.2% | -12.6% | +4.5% | -5.5% |
| 6M | -17.7% | -8.0% | -9.7% | -16.9% |
| YTD | -27.2% | -54.1% | +27.0% | -18.2% |
| 1Y | -63.0% | -66.1% | +3.1% | -57.4% |
| All | -63.0% | -66.2% | +3.2% | -57.4% |
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