-41.6%
FLUT vs FGI
-70.0%
+28.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | -1.5% | -4.1% | +2.6% | -1.4% |
| 30D | +3.4% | -3.4% | +6.8% | +3.4% |
| 3M | -12.5% | +61.8% | -74.2% | -14.0% |
| 6M | -18.5% | +17.0% | -35.5% | -19.5% |
| YTD | -61.6% | +31.4% | -93.0% | -62.5% |
| 1Y | -64.1% | +42.7% | -106.8% | -65.1% |
| 3Y | -44.5% | -0.1% | -44.3% | -46.3% |
| All | -41.6% | -70.0% | +28.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling