+168.5%
FLUT vs FN
+2,575.5%
-2,407.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.2% | +15.7% | +2.2% |
| 7D | +4.8% | -16.0% | +20.8% | +5.6% |
| 30D | +8.8% | -40.1% | +48.9% | +11.7% |
| 3M | -10.7% | -43.9% | +33.2% | -8.2% |
| 6M | -19.7% | -55.6% | +35.9% | -16.8% |
| YTD | -61.4% | -35.7% | -25.8% | -61.4% |
| 1Y | -61.6% | -39.8% | -21.8% | -61.5% |
| 3Y | -51.4% | +80.3% | -131.7% | -55.4% |
| 5Y | -51.0% | +143.3% | -194.3% | -56.0% |
| 10Y | -25.2% | +682.3% | -707.5% | -33.5% |
| All | +168.5% | +2,575.5% | -2,407.0% | +130.2% |
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