-51.1%
FLUT vs FFIV
+91.3%
-142.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.6% | -1.0% | -0.7% | -1.3% |
| 30D | +7.7% | -5.1% | +12.8% | +9.3% |
| 3M | -0.7% | -4.5% | +3.7% | 0.0% |
| 6M | -11.2% | +36.5% | -47.6% | -22.7% |
| YTD | -53.4% | +53.0% | -106.4% | -61.5% |
| 1Y | -65.8% | +24.2% | -90.0% | -69.4% |
| 3Y | -44.9% | +137.2% | -182.1% | -62.7% |
| All | -51.1% | +91.3% | -142.4% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling