-19.8%
FLUT vs FND
+70.0%
-89.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.2% | +1.1% |
| 7D | -1.5% | +6.8% | -8.3% | -2.5% |
| 30D | +3.4% | +13.1% | -9.6% | +1.4% |
| 3M | -12.5% | -13.1% | +0.6% | -11.0% |
| 6M | -18.5% | -0.6% | -17.9% | -19.1% |
| YTD | -61.6% | -15.5% | -46.1% | -61.2% |
| 1Y | -64.1% | -13.7% | -50.4% | -63.8% |
| 3Y | -44.5% | -35.0% | -9.5% | -42.7% |
| 5Y | -51.3% | -60.1% | +8.8% | -48.9% |
| All | -19.8% | +70.0% | -89.8% | -18.0% |
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 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