-51.3%
FLUT vs ACWI
+59.2%
-110.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.7% |
| 30D | +3.4% | -3.3% | +6.7% | +6.6% |
| 3M | -12.5% | -3.4% | -9.1% | -9.7% |
| 6M | -18.5% | +0.8% | -19.3% | -20.4% |
| YTD | -61.6% | +10.7% | -72.3% | -66.6% |
| 1Y | -64.1% | +11.6% | -75.7% | -69.0% |
| 3Y | -44.5% | +73.4% | -117.8% | -71.4% |
| 5Y | -51.3% | +60.2% | -111.5% | -73.1% |
| All | -51.3% | +59.2% | -110.5% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling