+1,664.3%
FLUT vs FDS
+2,539.4%
-875.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -6.5% | -5.0% | -1.5% | -5.8% |
| 30D | +2.8% | +13.8% | -11.0% | +1.1% |
| 3M | -13.5% | +14.8% | -28.3% | -15.1% |
| 6M | -19.0% | +47.4% | -66.4% | -22.9% |
| YTD | -61.9% | +14.2% | -76.0% | -62.8% |
| 1Y | -63.2% | +26.6% | -89.9% | -64.6% |
| 3Y | -46.0% | -24.4% | -21.6% | -45.3% |
| 5Y | -51.8% | -22.6% | -29.1% | -51.4% |
| 10Y | -26.1% | +130.0% | -156.0% | -31.1% |
| All | +1,664.3% | +2,539.4% | -875.0% | +1,334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling