-9.3%
FLUT vs INDA
+84.7%
-94.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +0.4% | -2.7% | +3.1% | +1.0% |
| 30D | +2.5% | -2.8% | +5.3% | +3.2% |
| 3M | -9.2% | +1.6% | -10.9% | -9.5% |
| 6M | -8.2% | -1.4% | -6.8% | -8.0% |
| YTD | -53.2% | -10.1% | -43.1% | -52.2% |
| 1Y | -65.6% | -8.8% | -56.8% | -64.9% |
| 3Y | -43.6% | +7.6% | -51.2% | -44.2% |
| 5Y | -50.3% | +5.8% | -56.1% | -51.1% |
| All | -9.3% | +84.7% | -94.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling