+155.0%
FLUT vs ACWI
+330.0%
-175.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | +7.7% | -5.2% | +12.9% | +9.3% |
| 3M | -12.2% | -4.8% | -7.3% | -10.9% |
| 6M | -17.6% | -1.3% | -16.3% | -17.5% |
| YTD | -62.0% | +8.4% | -70.4% | -63.0% |
| 1Y | -62.3% | +11.0% | -73.3% | -63.5% |
| 3Y | -52.0% | +70.6% | -122.5% | -58.4% |
| 5Y | -51.8% | +55.3% | -107.1% | -57.7% |
| 10Y | -26.3% | +223.2% | -249.5% | -40.9% |
| All | +155.0% | +330.0% | -175.0% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling