-16.9%
FLUT vs FND
+68.8%
-85.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.4% | +3.7% |
| 7D | +4.5% | -4.4% | +8.9% | +5.1% |
| 30D | +9.2% | +14.5% | -5.3% | +6.9% |
| 3M | -13.7% | -15.6% | +1.9% | -11.9% |
| 6M | -9.0% | +4.7% | -13.7% | -10.4% |
| YTD | -60.2% | -16.1% | -44.1% | -59.8% |
| 1Y | -63.1% | -16.0% | -47.1% | -62.7% |
| 3Y | -42.5% | -35.5% | -7.0% | -40.6% |
| 5Y | -47.6% | -60.5% | +12.9% | -45.0% |
| All | -16.9% | +68.8% | -85.7% | -15.0% |
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