+1,028.8%
FISV vs FLUT
+1,645.8%
-617.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +38.4% | +9.3% | +29.2% | +37.4% |
| 3M | +14.9% | -17.5% | +32.4% | +16.4% |
| 6M | +21.8% | -14.6% | +36.4% | +23.0% |
| YTD | -5.0% | -62.3% | +57.2% | +1.2% |
| 1Y | -1.2% | -59.6% | +58.5% | +4.9% |
| 3Y | -47.5% | -45.3% | -2.2% | -45.5% |
| 5Y | -36.7% | -50.4% | +13.7% | -34.8% |
| 10Y | +26.9% | -26.8% | +53.7% | +27.8% |
| All | +1,028.8% | +1,645.8% | -617.0% | +970.9% |
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 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