+838.1%
FISV vs FLUT
+2,054.3%
-1,216.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | -2.1% | +7.7% | -9.8% | -2.7% |
| 3M | -5.7% | -0.7% | -5.0% | -5.8% |
| 6M | -15.3% | -11.2% | -4.2% | -14.8% |
| YTD | -21.1% | -53.4% | +32.4% | -17.1% |
| 1Y | -61.1% | -65.8% | +4.7% | -58.4% |
| 3Y | -56.8% | -44.9% | -11.9% | -55.4% |
| 5Y | -54.2% | -49.7% | -4.5% | -53.1% |
| 10Y | +1.6% | -9.7% | +11.3% | +0.8% |
| All | +838.1% | +2,054.3% | -1,216.2% | +776.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling