-3.5%
FLUT vs FND
+57.3%
-60.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.5% |
| 30D | +5.4% | -19.6% | +25.0% | +8.6% |
| 3M | -10.8% | -4.3% | -6.4% | -10.6% |
| 6M | -9.2% | -20.4% | +11.2% | -7.1% |
| YTD | -53.8% | -21.9% | -31.9% | -52.7% |
| 1Y | -66.0% | -45.2% | -20.8% | -63.6% |
| 3Y | -44.7% | -49.2% | +4.6% | -41.1% |
| 5Y | -50.6% | -61.8% | +11.2% | -47.6% |
| All | -3.5% | +57.3% | -60.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling