-43.5%
FLUT vs FND
-49.7%
+6.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.7% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | +6.3% | -23.6% | +29.9% | +13.0% |
| 3M | -4.0% | +4.3% | -8.4% | -6.0% |
| 6M | -10.3% | -20.3% | +10.0% | -6.7% |
| YTD | -53.2% | -21.3% | -31.9% | -51.5% |
| 1Y | -65.0% | -45.4% | -19.7% | -60.4% |
| All | -43.5% | -49.7% | +6.2% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling