-43.1%
FLUT vs FDS
-27.1%
-16.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | +7.7% | +9.0% | -1.3% | +4.7% |
| 3M | -0.7% | +18.9% | -19.6% | -6.9% |
| 6M | -11.2% | +35.1% | -46.3% | -20.0% |
| YTD | -53.4% | +5.5% | -58.9% | -55.4% |
| 1Y | -65.8% | -16.8% | -48.9% | -64.8% |
| All | -43.1% | -27.1% | -16.1% | -37.7% |
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