-59.6%
FLUT vs FN
-25.5%
-34.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | -1.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.6% |
| 30D | +9.3% | -16.5% | +25.8% | +8.9% |
| 3M | -17.5% | -42.1% | +24.6% | -18.9% |
| 6M | -14.6% | -52.9% | +38.3% | -15.6% |
| YTD | -62.3% | -28.0% | -34.3% | -63.2% |
| 1Y | -59.6% | -18.5% | -41.1% | -60.7% |
| All | -59.6% | -25.5% | -34.2% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling