-47.4%
FISV vs FLUT
-43.0%
-4.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.1% |
| 7D | +3.0% | +4.5% | -1.5% | +1.9% |
| 30D | +38.8% | +9.2% | +29.6% | +35.6% |
| 3M | +21.2% | -13.7% | +34.9% | +24.6% |
| 6M | +17.5% | -9.0% | +26.5% | +19.2% |
| YTD | -4.9% | -60.2% | +55.4% | +12.7% |
| 1Y | -0.6% | -63.1% | +62.6% | +19.1% |
| All | -47.4% | -43.0% | -4.4% | -38.9% |
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