-52.0%
FLUT vs FGI
+1.5%
-53.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.5% |
| 7D | -1.1% | -7.0% | +5.9% | -1.0% |
| 30D | +7.7% | -4.2% | +11.9% | +7.7% |
| 3M | -12.2% | +55.6% | -67.8% | -12.9% |
| 6M | -17.6% | -3.2% | -14.4% | -18.0% |
| YTD | -62.0% | +29.1% | -91.1% | -62.4% |
| 1Y | -62.3% | +51.0% | -113.2% | -62.7% |
| 3Y | -52.0% | +1.5% | -53.5% | -52.9% |
| All | -52.0% | +1.5% | -53.5% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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