-43.9%
FLUT vs FICO
+4.8%
-48.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | +1.8% |
| 7D | -1.6% | -19.2% | +17.5% | +3.1% |
| 30D | +7.7% | -14.6% | +22.3% | +11.3% |
| 3M | -0.7% | -20.1% | +19.4% | +3.8% |
| 6M | -11.2% | -36.3% | +25.2% | -3.0% |
| YTD | -53.4% | -44.9% | -8.6% | -47.6% |
| 1Y | -65.8% | -38.6% | -27.1% | -62.8% |
| All | -43.9% | +4.8% | -48.7% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling