-63.2%
FLUT vs FIGR
-41.8%
-21.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.6% |
| 7D | +4.2% | -1.3% | +5.5% | +4.2% |
| 30D | +8.0% | -17.6% | +25.6% | +9.5% |
| 3M | -22.1% | -16.7% | -5.4% | -21.3% |
| 6M | -21.7% | -36.1% | +14.4% | -19.8% |
| YTD | -62.0% | -43.6% | -18.3% | -61.8% |
| 1Y | -63.2% | -39.8% | -23.3% | -63.5% |
| All | -63.2% | -41.8% | -21.3% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling