-43.9%
FLUT vs ACWI
+76.1%
-120.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -1.6% | +0.5% | -2.1% | -2.1% |
| 30D | +7.7% | +0.9% | +6.9% | +6.9% |
| 3M | -0.7% | +2.4% | -3.1% | -3.5% |
| 6M | -11.2% | +12.4% | -23.5% | -22.7% |
| YTD | -53.4% | +15.2% | -68.6% | -60.8% |
| 1Y | -65.8% | +22.7% | -88.5% | -73.2% |
| All | -43.9% | +76.1% | -120.0% | -74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling