-60.0%
FISV vs FLUT
-42.9%
-17.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -3.0% | -4.0% |
| 7D | -6.4% | -2.6% | -3.8% | -5.9% |
| 30D | -6.8% | +5.4% | -12.2% | -8.1% |
| 3M | -10.0% | -10.8% | +0.8% | -8.2% |
| 6M | -20.6% | -9.2% | -11.4% | -19.6% |
| YTD | -27.6% | -53.8% | +26.2% | -17.4% |
| 1Y | -64.3% | -66.0% | +1.6% | -57.3% |
| All | -60.0% | -42.9% | -17.1% | -55.6% |
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