-10.4%
FLUT vs FTV
+78.2%
-88.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.0% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | +5.4% | -9.5% | +14.9% | +8.7% |
| 3M | -10.8% | -10.9% | +0.1% | -7.7% |
| 6M | -9.2% | -0.6% | -8.6% | -9.4% |
| YTD | -53.8% | +1.4% | -55.2% | -54.3% |
| 1Y | -66.0% | +17.6% | -83.6% | -67.9% |
| 3Y | -44.7% | -3.3% | -41.4% | -44.9% |
| 5Y | -50.6% | -0.1% | -50.4% | -52.3% |
| 10Y | -10.4% | +82.5% | -92.9% | -16.0% |
| All | -10.4% | +78.2% | -88.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling