+2,054.3%
FLUT vs FICO
+4,413.0%
-2,358.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | -0.3% |
| 7D | -1.6% | -19.2% | +17.5% | +0.6% |
| 30D | +7.7% | -14.6% | +22.3% | +9.4% |
| 3M | -0.7% | -20.1% | +19.4% | +1.4% |
| 6M | -11.2% | -36.3% | +25.2% | -7.5% |
| YTD | -53.4% | -44.9% | -8.6% | -50.9% |
| 1Y | -65.8% | -38.6% | -27.1% | -64.4% |
| 3Y | -44.9% | +4.0% | -48.9% | -45.4% |
| 5Y | -49.7% | +99.5% | -149.2% | -53.1% |
| 10Y | -9.7% | +604.7% | -614.4% | -20.8% |
| All | +2,054.3% | +4,413.0% | -2,358.8% | +1,602.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling