-26.3%
FLUT vs FN
+753.0%
-779.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.2% | -2.5% |
| 7D | -1.1% | 0.0% | -1.0% | -1.4% |
| 30D | +7.7% | -34.3% | +42.0% | +11.3% |
| 3M | -12.2% | -39.9% | +27.7% | -8.9% |
| 6M | -17.6% | -51.8% | +34.3% | -13.5% |
| YTD | -62.0% | -28.1% | -33.9% | -62.6% |
| 1Y | -62.3% | -29.1% | -33.2% | -62.9% |
| 3Y | -52.0% | +102.4% | -154.4% | -59.6% |
| 5Y | -51.8% | +171.7% | -223.4% | -61.2% |
| All | -26.3% | +753.0% | -779.3% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling