-63.2%
FLUT vs IDXX
-2.6%
-60.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.3% | -3.7% |
| 7D | +4.2% | +24.1% | -19.9% | -4.3% |
| 30D | +8.0% | +32.5% | -24.5% | -3.5% |
| 3M | -22.1% | +18.8% | -40.9% | -27.0% |
| 6M | -21.7% | +24.0% | -45.7% | -28.5% |
| YTD | -62.0% | +3.3% | -65.2% | -63.7% |
| 1Y | -63.2% | -3.3% | -59.9% | -63.9% |
| All | -63.2% | -2.6% | -60.5% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling