+2,054.3%
FLUT vs FTI
+2,674.1%
-619.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +5.3% | -6.9% | -1.9% |
| 30D | +7.7% | +15.3% | -7.6% | +7.0% |
| 3M | -0.7% | +15.8% | -16.5% | -1.5% |
| 6M | -11.2% | +22.6% | -33.7% | -12.2% |
| YTD | -53.4% | +79.5% | -133.0% | -54.9% |
| 1Y | -65.8% | +102.0% | -167.8% | -67.1% |
| 3Y | -44.9% | +315.8% | -360.8% | -49.0% |
| 5Y | -49.7% | +1,129.5% | -1,179.2% | -55.6% |
| 10Y | -9.7% | +320.9% | -330.7% | -18.6% |
| All | +2,054.3% | +2,674.1% | -619.9% | +1,624.0% |
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