+127.0%
FITB vs FLUT
-44.8%
+171.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +0.6% | -1.6% | +2.2% | +0.9% |
| 30D | -4.7% | +7.7% | -12.5% | -6.3% |
| 3M | +6.7% | -0.7% | +7.4% | +6.0% |
| 6M | +12.6% | -11.2% | +23.7% | +14.0% |
| YTD | +19.1% | -53.4% | +72.6% | +38.1% |
| 1Y | +22.6% | -65.8% | +88.4% | +51.6% |
| All | +127.0% | -44.8% | +171.7% | +143.6% |
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 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