-10.4%
FLUT vs FFIV
+239.4%
-249.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.2% | -2.2% |
| 7D | -2.6% | +3.5% | -6.1% | -3.3% |
| 30D | +5.4% | -1.3% | +6.7% | +5.4% |
| 3M | -10.8% | +2.4% | -13.1% | -11.6% |
| 6M | -9.2% | +41.8% | -51.0% | -16.5% |
| YTD | -53.8% | +58.5% | -112.3% | -58.6% |
| 1Y | -66.0% | +24.3% | -90.3% | -68.0% |
| 3Y | -44.7% | +152.0% | -196.7% | -54.4% |
| 5Y | -50.6% | +99.1% | -149.7% | -59.0% |
| 10Y | -10.4% | +242.8% | -253.2% | -24.8% |
| All | -10.4% | +239.4% | -249.8% | -24.8% |
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