+41.7%
FLUT vs FANG
+1,395.6%
-1,353.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.4% |
| 7D | -2.6% | -0.4% | -2.2% | -2.6% |
| 30D | +5.4% | +2.4% | +3.0% | +5.2% |
| 3M | -10.8% | +4.9% | -15.7% | -11.1% |
| 6M | -9.2% | +12.0% | -21.2% | -9.9% |
| YTD | -53.8% | +37.1% | -90.9% | -54.8% |
| 1Y | -66.0% | +52.3% | -118.2% | -66.9% |
| 3Y | -44.7% | +45.0% | -89.6% | -46.2% |
| 5Y | -50.6% | +231.0% | -281.6% | -53.4% |
| 10Y | -10.4% | +177.5% | -187.9% | -15.7% |
| All | +41.7% | +1,395.6% | -1,353.9% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling