-10.4%
FLUT vs FTI
+297.7%
-308.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -2.6% | -2.3% | -0.3% | -2.4% |
| 30D | +5.4% | +5.0% | +0.3% | +5.0% |
| 3M | -10.8% | +13.8% | -24.6% | -11.7% |
| 6M | -9.2% | +22.9% | -32.1% | -10.7% |
| YTD | -53.8% | +75.0% | -128.8% | -55.7% |
| 1Y | -66.0% | +96.9% | -162.9% | -67.7% |
| 3Y | -44.7% | +276.7% | -321.4% | -49.8% |
| 5Y | -50.6% | +1,157.0% | -1,207.6% | -58.0% |
| 10Y | -10.4% | +310.7% | -321.1% | -19.2% |
| All | -10.4% | +297.7% | -308.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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