-9.2%
FLUT vs FDS
+77.6%
-86.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.6% |
| 7D | +3.8% | -5.4% | +9.2% | +5.1% |
| 30D | +6.3% | +1.6% | +4.7% | +5.8% |
| 3M | -4.0% | +17.7% | -21.8% | -7.8% |
| 6M | -10.3% | +29.1% | -39.3% | -15.6% |
| YTD | -53.2% | +1.0% | -54.1% | -54.0% |
| 1Y | -65.0% | -21.6% | -43.4% | -64.2% |
| 3Y | -43.9% | -30.1% | -13.8% | -41.4% |
| 5Y | -49.2% | -20.7% | -28.5% | -48.1% |
| 10Y | -9.2% | +78.3% | -87.5% | -9.2% |
| All | -9.2% | +77.6% | -86.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling