-49.8%
FLUT vs FTI
+886.2%
-936.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -0.7% | +4.3% | -5.0% | -1.3% |
| 30D | +9.3% | -4.7% | +13.9% | +9.8% |
| 3M | -17.5% | -13.5% | -4.0% | -15.8% |
| 6M | -14.6% | -8.7% | -5.9% | -13.9% |
| YTD | -62.3% | +49.0% | -111.3% | -65.2% |
| 1Y | -59.6% | +54.0% | -113.7% | -63.0% |
| 3Y | -45.3% | +211.6% | -256.9% | -56.3% |
| All | -49.8% | +886.2% | -936.0% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling