-49.2%
FLUT vs FTI
+1,110.9%
-1,160.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +6.3% | +12.3% | -6.0% | +4.3% |
| 3M | -4.0% | +13.8% | -17.8% | -6.3% |
| 6M | -10.3% | +24.3% | -34.6% | -14.0% |
| YTD | -53.2% | +75.8% | -128.9% | -57.7% |
| 1Y | -65.0% | +99.6% | -164.7% | -69.2% |
| 3Y | -43.9% | +278.4% | -322.3% | -56.2% |
| 5Y | -49.2% | +1,168.7% | -1,217.9% | -69.1% |
| All | -49.2% | +1,110.9% | -1,160.2% | -69.1% |
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