+34.1%
FITB vs FLUT
-63.1%
+97.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.7% |
| 7D | +2.3% | +4.2% | -1.8% | +1.9% |
| 30D | +7.7% | +8.0% | -0.3% | +6.7% |
| 3M | -4.5% | -22.1% | +17.6% | -2.1% |
| 6M | +12.5% | -21.7% | +34.2% | +15.1% |
| YTD | +19.8% | -62.0% | +81.7% | +38.3% |
| 1Y | +34.1% | -63.2% | +97.3% | +55.6% |
| All | +34.1% | -63.1% | +97.3% | +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 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