-51.2%
FLUT vs FND
-62.8%
+11.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -3.6% | -5.1% | +1.5% | -2.5% |
| 30D | -0.3% | -22.5% | +22.2% | +5.6% |
| 3M | -12.6% | -5.0% | -7.6% | -12.4% |
| 6M | -8.0% | -21.5% | +13.5% | -4.0% |
| YTD | -54.1% | -23.0% | -31.1% | -52.2% |
| 1Y | -66.1% | -44.9% | -21.2% | -61.9% |
| 3Y | -45.0% | -50.0% | +5.0% | -39.2% |
| 5Y | -51.2% | -63.3% | +12.1% | -45.0% |
| All | -51.2% | -62.8% | +11.6% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling