+1,685.4%
FLUT vs FICO
+3,324.5%
-1,639.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +4.8% | -0.3% | +5.0% | +4.8% |
| 30D | +8.8% | +1.7% | +7.1% | +8.4% |
| 3M | -10.7% | -35.2% | +24.5% | -7.1% |
| 6M | -19.7% | -33.7% | +14.0% | -16.7% |
| YTD | -61.4% | -58.2% | -3.3% | -58.3% |
| 1Y | -61.6% | -56.6% | -5.0% | -58.6% |
| 3Y | -51.4% | -24.0% | -27.4% | -50.5% |
| 5Y | -51.0% | +86.1% | -137.1% | -53.7% |
| 10Y | -25.2% | +522.8% | -548.0% | -33.2% |
| All | +1,685.4% | +3,324.5% | -1,639.1% | +1,346.0% |
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 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