+96.6%
FITB vs FLUT
+2,054.3%
-1,957.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +0.6% | -1.6% | +2.2% | +0.7% |
| 30D | -4.7% | +7.7% | -12.5% | -5.3% |
| 3M | +6.7% | -0.7% | +7.4% | +6.5% |
| 6M | +12.6% | -11.2% | +23.7% | +13.0% |
| YTD | +19.1% | -53.4% | +72.6% | +24.3% |
| 1Y | +22.6% | -65.8% | +88.4% | +30.3% |
| 3Y | +127.1% | -44.9% | +172.1% | +133.8% |
| 5Y | +71.8% | -49.7% | +121.5% | +75.0% |
| 10Y | +287.2% | -9.7% | +296.9% | +286.4% |
| All | +96.6% | +2,054.3% | -1,957.7% | +87.4% |
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