-22.9%
FLUT vs FTI
+180.1%
-203.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.5% |
| 7D | +4.5% | +1.4% | +3.1% | +4.4% |
| 30D | +9.2% | -6.3% | +15.5% | +9.6% |
| 3M | -13.7% | -13.1% | -0.5% | -12.9% |
| 6M | -9.0% | -8.0% | -1.0% | -8.7% |
| YTD | -60.2% | +47.1% | -107.3% | -61.5% |
| 1Y | -63.1% | +50.7% | -113.8% | -64.4% |
| 3Y | -42.5% | +209.0% | -251.4% | -47.2% |
| 5Y | -47.6% | +847.0% | -894.5% | -54.9% |
| 10Y | -22.9% | +184.3% | -207.2% | -29.7% |
| All | -22.9% | +180.1% | -203.0% | -29.7% |
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