-52.0%
FLUT vs FFIV
+102.2%
-154.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -1.1% | -8.1% | +7.1% | +0.8% |
| 30D | +7.7% | -33.4% | +41.1% | +18.3% |
| 3M | -12.2% | -24.7% | +12.6% | -7.7% |
| 6M | -17.6% | -8.8% | -8.7% | -19.9% |
| YTD | -62.0% | +21.8% | -83.8% | -67.4% |
| 1Y | -62.3% | +25.3% | -87.6% | -68.0% |
| 3Y | -52.0% | +101.2% | -153.1% | -69.7% |
| All | -52.0% | +102.2% | -154.2% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling