+224.0%
FLUT vs FN
+3,620.5%
-3,396.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.4% |
| 7D | -1.6% | -1.7% | 0.0% | -1.5% |
| 30D | +7.7% | -22.0% | +29.7% | +9.1% |
| 3M | -0.7% | -43.0% | +42.3% | +2.2% |
| 6M | -11.2% | -27.7% | +16.6% | -10.7% |
| YTD | -53.4% | -10.5% | -42.9% | -54.1% |
| 1Y | -65.8% | +12.5% | -78.3% | -66.9% |
| 3Y | -44.9% | +153.8% | -198.7% | -50.2% |
| 5Y | -49.7% | +288.0% | -337.7% | -55.6% |
| 10Y | -9.7% | +906.4% | -916.1% | -20.9% |
| All | +224.0% | +3,620.5% | -3,396.6% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling