-65.9%
FLUT vs FDS
-23.5%
-42.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.3% |
| 7D | -2.6% | -8.8% | +6.2% | +0.2% |
| 30D | +5.4% | -1.4% | +6.7% | +5.7% |
| 3M | -10.8% | +13.9% | -24.6% | -15.1% |
| 6M | -9.2% | +27.4% | -36.6% | -16.0% |
| YTD | -53.8% | -2.5% | -51.3% | -56.4% |
| All | -65.9% | -23.5% | -42.4% | -67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling