+23.9%
FITB vs FLUT
-66.0%
+89.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | +2.8% | +3.8% | -1.0% | +2.4% |
| 30D | -4.5% | +6.3% | -10.8% | -5.2% |
| 3M | +5.7% | -4.0% | +9.7% | +5.9% |
| 6M | +17.1% | -10.3% | +27.4% | +18.5% |
| YTD | +18.3% | -53.2% | +71.5% | +31.2% |
| 1Y | +23.9% | -65.0% | +88.9% | +40.2% |
| All | +23.9% | -66.0% | +89.9% | +40.2% |
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