+1,675.5%
FLUT vs FTI
+2,142.9%
-467.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | -1.5% | -3.3% | +1.8% | -1.3% |
| 30D | +3.4% | -7.2% | +10.6% | +3.7% |
| 3M | -12.5% | -12.9% | +0.4% | -11.9% |
| 6M | -18.5% | -7.9% | -10.6% | -18.3% |
| YTD | -61.6% | +45.2% | -106.8% | -62.5% |
| 1Y | -64.1% | +48.1% | -112.2% | -64.9% |
| 3Y | -44.5% | +205.0% | -249.4% | -47.8% |
| 5Y | -51.3% | +838.8% | -890.1% | -56.5% |
| 10Y | -25.6% | +174.8% | -200.4% | -31.7% |
| All | +1,675.5% | +2,142.9% | -467.3% | +1,335.2% |
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