-49.5%
FLUT vs IDXX
-26.5%
-22.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +0.4% | -5.7% | +6.2% | +2.1% |
| 30D | +2.5% | -11.5% | +14.1% | +6.1% |
| 3M | -9.2% | -9.5% | +0.3% | -6.7% |
| 6M | -8.2% | -16.0% | +7.7% | -3.8% |
| YTD | -53.2% | -25.4% | -27.8% | -49.5% |
| 1Y | -65.6% | -21.8% | -43.8% | -63.5% |
| 3Y | -43.6% | +7.0% | -50.6% | -47.7% |
| All | -49.5% | -26.5% | -22.9% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling