-26.1%
FLUT vs FFIV
+132.4%
-158.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.1% |
| 7D | -6.5% | -2.1% | -4.4% | -6.2% |
| 30D | +2.8% | -33.8% | +36.5% | +10.5% |
| 3M | -13.5% | -20.6% | +7.2% | -10.8% |
| 6M | -19.0% | -10.2% | -8.7% | -18.9% |
| YTD | -61.9% | +24.5% | -86.4% | -64.7% |
| 1Y | -63.2% | +29.3% | -92.5% | -66.2% |
| 3Y | -46.0% | +103.8% | -149.8% | -54.3% |
| 5Y | -51.8% | +40.9% | -92.6% | -58.5% |
| 10Y | -26.1% | +126.6% | -152.6% | -36.7% |
| All | -26.1% | +132.4% | -158.5% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling