-49.2%
FLUT vs FTV
+4.3%
-53.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +1.0% |
| 7D | +3.8% | -0.4% | +4.2% | +4.0% |
| 30D | +6.3% | -8.3% | +14.6% | +11.6% |
| 3M | -4.0% | -7.4% | +3.3% | -0.4% |
| 6M | -10.3% | -1.2% | -9.1% | -10.6% |
| YTD | -53.2% | +2.7% | -55.9% | -54.7% |
| 1Y | -65.0% | +18.4% | -83.5% | -69.1% |
| 3Y | -43.9% | -2.0% | -41.9% | -45.3% |
| 5Y | -49.2% | +3.4% | -52.7% | -55.8% |
| All | -49.2% | +4.3% | -53.5% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling