-52.0%
FLUT vs FICO
-24.3%
-27.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.1% | -0.9% | -0.1% | -0.8% |
| 30D | +7.7% | +3.3% | +4.4% | +6.4% |
| 3M | -12.2% | -31.7% | +19.6% | -5.8% |
| 6M | -17.6% | -34.0% | +16.4% | -11.2% |
| YTD | -62.0% | -58.3% | -3.7% | -55.0% |
| 1Y | -62.3% | -57.9% | -4.3% | -55.4% |
| 3Y | -52.0% | -24.1% | -27.9% | -30.8% |
| All | -52.0% | -24.3% | -27.7% | -30.8% |
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