-26.8%
FLUT vs FTV
+109.2%
-136.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.7% | +3.9% | -4.6% | -1.9% |
| 30D | +9.3% | +18.7% | -9.4% | +3.3% |
| 3M | -17.5% | +10.0% | -27.5% | -20.1% |
| 6M | -14.6% | +14.6% | -29.2% | -18.6% |
| YTD | -62.3% | +23.4% | -85.7% | -65.0% |
| 1Y | -59.6% | +31.3% | -90.9% | -63.3% |
| 3Y | -45.3% | +39.8% | -85.1% | -51.0% |
| 5Y | -50.4% | +17.7% | -68.1% | -55.0% |
| All | -26.8% | +109.2% | -136.0% | -38.5% |
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