-63.2%
FLUT vs FANG
+32.3%
-95.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -2.6% |
| 7D | +4.2% | -11.3% | +15.5% | +3.2% |
| 30D | +8.0% | -0.7% | +8.7% | +7.7% |
| 3M | -22.1% | -4.2% | -17.9% | -22.4% |
| 6M | -21.7% | -13.5% | -8.2% | -23.1% |
| YTD | -62.0% | +23.7% | -85.7% | -62.2% |
| 1Y | -63.2% | +34.3% | -97.5% | -66.2% |
| All | -63.2% | +32.3% | -95.4% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling