-63.2%
FLUT vs FICO
-57.1%
-6.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.6% |
| 7D | +4.2% | +0.4% | +3.7% | +4.1% |
| 30D | +8.0% | +1.7% | +6.3% | +7.1% |
| 3M | -22.1% | -33.0% | +11.0% | -15.8% |
| 6M | -21.7% | -33.9% | +12.2% | -15.1% |
| YTD | -62.0% | -58.5% | -3.4% | -52.6% |
| 1Y | -63.2% | -56.4% | -6.8% | -56.5% |
| All | -63.2% | -57.1% | -6.0% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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