-26.8%
FLUT vs FICO
+527.0%
-553.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +2.2% | -2.9% | -1.1% |
| 30D | +9.3% | +0.1% | +9.2% | +9.0% |
| 3M | -17.5% | -35.2% | +17.7% | -11.7% |
| 6M | -14.6% | -32.4% | +17.7% | -9.7% |
| YTD | -62.3% | -57.4% | -4.9% | -57.0% |
| 1Y | -59.6% | -58.5% | -1.1% | -53.8% |
| 3Y | -45.3% | -28.9% | -16.4% | -43.5% |
| 5Y | -50.4% | +91.7% | -142.1% | -56.5% |
| All | -26.8% | +527.0% | -553.8% | -34.9% |
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