-50.6%
FLUT vs INDA
+5.9%
-56.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | -2.6% | -2.6% | 0.0% | -0.8% |
| 30D | +5.4% | -2.9% | +8.3% | +7.6% |
| 3M | -10.8% | +2.4% | -13.1% | -12.3% |
| 6M | -9.2% | -2.6% | -6.6% | -7.8% |
| YTD | -53.8% | -10.0% | -43.9% | -50.3% |
| 1Y | -66.0% | -7.7% | -58.3% | -64.1% |
| 3Y | -44.7% | +8.9% | -53.6% | -50.5% |
| 5Y | -50.6% | +6.0% | -56.6% | -55.4% |
| All | -50.6% | +5.9% | -56.5% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling