-25.6%
FLUT vs FICO
+545.7%
-571.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.5% |
| 7D | -1.5% | +0.9% | -2.3% | -1.6% |
| 30D | +3.4% | +9.4% | -6.0% | +1.3% |
| 3M | -12.5% | -30.4% | +17.9% | -7.7% |
| 6M | -18.5% | -35.1% | +16.6% | -13.1% |
| YTD | -61.6% | -56.8% | -4.8% | -56.4% |
| 1Y | -64.1% | -58.4% | -5.7% | -59.0% |
| 3Y | -44.5% | -26.7% | -17.8% | -43.0% |
| 5Y | -51.3% | +88.0% | -139.3% | -57.2% |
| All | -25.6% | +545.7% | -571.3% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling