-52.0%
FLUT vs ACWI
+70.3%
-122.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.1% | -2.4% | +1.3% | +0.8% |
| 30D | +7.7% | -5.2% | +12.9% | +12.6% |
| 3M | -12.2% | -4.8% | -7.3% | -8.5% |
| 6M | -17.6% | -1.3% | -16.3% | -17.8% |
| YTD | -62.0% | +8.4% | -70.4% | -66.2% |
| 1Y | -62.3% | +11.0% | -73.3% | -67.2% |
| 3Y | -52.0% | +70.6% | -122.5% | -78.6% |
| All | -52.0% | +70.3% | -122.3% | -78.6% |
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