-2.7%
FLUT vs FND
+66.0%
-68.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | -1.6% | -5.2% | +3.6% | -0.9% |
| 30D | +7.7% | -19.9% | +27.6% | +11.0% |
| 3M | -0.7% | +2.7% | -3.4% | -1.5% |
| 6M | -11.2% | -21.7% | +10.5% | -8.9% |
| YTD | -53.4% | -17.5% | -35.9% | -52.7% |
| 1Y | -65.8% | -39.3% | -26.5% | -63.8% |
| 3Y | -44.9% | -49.8% | +4.8% | -41.5% |
| 5Y | -49.7% | -60.1% | +10.4% | -47.0% |
| All | -2.7% | +66.0% | -68.7% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling