-64.4%
FLUT vs FN
-24.0%
-40.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +0.4% |
| 7D | -1.5% | -4.1% | +2.6% | -1.5% |
| 30D | +3.4% | -28.3% | +31.8% | +3.2% |
| 3M | -12.5% | -33.9% | +21.4% | -12.6% |
| 6M | -18.5% | -43.9% | +25.4% | -18.6% |
| YTD | -61.6% | -23.4% | -38.2% | -63.8% |
| All | -64.4% | -24.0% | -40.4% | -68.1% |
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