+143.8%
FITB vs FLUT
-46.0%
+189.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -1.1% | -6.5% | +5.4% | 0.0% |
| 30D | +7.3% | +2.8% | +4.6% | +6.7% |
| 3M | -4.0% | -13.5% | +9.5% | -2.1% |
| 6M | +11.9% | -19.0% | +30.9% | +14.6% |
| YTD | +19.0% | -61.9% | +80.9% | +41.5% |
| 1Y | +31.0% | -63.2% | +94.3% | +56.5% |
| 3Y | +143.8% | -46.0% | +189.8% | +178.1% |
| All | +143.8% | -46.0% | +189.8% | +178.1% |
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