-26.8%
FLUT vs ACWI
+224.5%
-251.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.9% |
| 7D | -0.7% | +2.4% | -3.1% | -2.0% |
| 30D | +9.3% | -1.7% | +10.9% | +10.1% |
| 3M | -17.5% | -3.9% | -13.6% | -15.7% |
| 6M | -14.6% | +0.8% | -15.4% | -15.5% |
| YTD | -62.3% | +11.0% | -73.3% | -64.8% |
| 1Y | -59.6% | +13.1% | -72.7% | -62.8% |
| 3Y | -45.3% | +73.9% | -119.2% | -59.6% |
| 5Y | -50.4% | +59.0% | -109.5% | -63.1% |
| All | -26.8% | +224.5% | -251.3% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling