+2,054.3%
FLUT vs FDS
+2,339.3%
-285.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.7% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | +7.7% | +9.0% | -1.3% | +6.6% |
| 3M | -0.7% | +18.9% | -19.6% | -3.0% |
| 6M | -11.2% | +35.1% | -46.3% | -14.6% |
| YTD | -53.4% | +5.5% | -58.9% | -54.1% |
| 1Y | -65.8% | -16.8% | -48.9% | -65.5% |
| 3Y | -44.9% | -28.1% | -16.9% | -43.8% |
| 5Y | -49.7% | -17.4% | -32.3% | -49.3% |
| 10Y | -9.7% | +85.4% | -95.2% | -14.2% |
| All | +2,054.3% | +2,339.3% | -285.1% | +1,670.2% |
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 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