-43.9%
FLUT vs FN
+158.4%
-202.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.5% |
| 7D | -1.6% | -1.7% | 0.0% | -1.5% |
| 30D | +7.7% | -22.0% | +29.7% | +10.2% |
| 3M | -0.7% | -43.0% | +42.3% | +5.0% |
| 6M | -11.2% | -27.7% | +16.6% | -11.1% |
| YTD | -53.4% | -10.5% | -42.9% | -55.8% |
| 1Y | -65.8% | +12.5% | -78.3% | -69.3% |
| All | -43.9% | +158.4% | -202.2% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling