-27.3%
FLUT vs FTV
+127.5%
-154.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +4.5% | -0.7% | +5.2% | +4.7% |
| 30D | +9.2% | +18.3% | -9.1% | +3.5% |
| 3M | -13.7% | +10.2% | -23.9% | -16.4% |
| 6M | -9.0% | +12.8% | -21.8% | -12.8% |
| YTD | -60.2% | +23.4% | -83.6% | -63.0% |
| 1Y | -63.1% | +31.4% | -94.6% | -66.4% |
| 3Y | -42.5% | +38.7% | -81.1% | -48.2% |
| 5Y | -47.6% | +18.6% | -66.1% | -52.3% |
| 10Y | -22.9% | +110.1% | -133.0% | -33.2% |
| All | -27.3% | +127.5% | -154.8% | -38.1% |
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