-14.9%
FLUT vs FTV
+90.8%
-105.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -1.6% | -4.5% | +2.9% | -0.2% |
| 30D | +7.7% | -7.1% | +14.8% | +10.2% |
| 3M | -0.7% | -7.2% | +6.5% | +1.4% |
| 6M | -11.2% | -1.5% | -9.7% | -11.0% |
| YTD | -53.4% | +3.5% | -56.9% | -54.2% |
| 1Y | -65.8% | +20.3% | -86.1% | -67.9% |
| 3Y | -44.9% | -3.1% | -41.8% | -45.2% |
| 5Y | -49.7% | +2.3% | -52.0% | -51.8% |
| 10Y | -9.7% | +76.3% | -86.0% | -16.9% |
| All | -14.9% | +90.8% | -105.7% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling