-46.0%
FLUT vs FDS
-24.3%
-21.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -6.5% | -5.0% | -1.5% | -4.8% |
| 30D | +2.8% | +13.8% | -11.0% | -1.6% |
| 3M | -13.5% | +14.8% | -28.3% | -17.6% |
| 6M | -19.0% | +47.4% | -66.4% | -29.0% |
| YTD | -61.9% | +14.2% | -76.0% | -64.5% |
| 1Y | -63.2% | +26.6% | -89.9% | -67.0% |
| 3Y | -46.0% | -24.4% | -21.6% | -41.8% |
| All | -46.0% | -24.3% | -21.7% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling