-65.0%
FLUT vs FFIV
+23.1%
-88.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +3.8% | -1.5% | +5.4% | +4.1% |
| 30D | +6.3% | -2.7% | +8.9% | +6.5% |
| 3M | -4.0% | -1.7% | -2.4% | -4.5% |
| 6M | -10.3% | +36.1% | -46.4% | -18.5% |
| YTD | -53.2% | +52.6% | -105.8% | -58.5% |
| 1Y | -65.0% | +21.5% | -86.6% | -68.1% |
| All | -65.0% | +23.1% | -88.1% | -68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling