+1,663.9%
FLUT vs FTI
+2,155.7%
-491.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.1% |
| 7D | -1.2% | +5.4% | -6.6% | -1.5% |
| 30D | +5.0% | -8.2% | +13.2% | +5.4% |
| 3M | -16.4% | -13.7% | -2.7% | -15.9% |
| 6M | -14.6% | -11.2% | -3.4% | -14.2% |
| YTD | -61.9% | +46.0% | -107.9% | -62.7% |
| 1Y | -65.0% | +51.8% | -116.8% | -65.9% |
| 3Y | -44.8% | +206.7% | -251.6% | -48.1% |
| 5Y | -49.9% | +862.0% | -911.9% | -55.3% |
| 10Y | -26.1% | +182.3% | -208.3% | -32.3% |
| All | +1,663.9% | +2,155.7% | -491.8% | +1,325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling