+57.2%
FLUT vs INDA
+121.8%
-64.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | +9.3% | +9.4% | -0.1% | +7.7% |
| 3M | -17.5% | +2.9% | -20.4% | -17.9% |
| 6M | -14.6% | +7.2% | -21.8% | -15.6% |
| YTD | -62.3% | -4.8% | -57.5% | -62.0% |
| 1Y | -59.6% | -5.1% | -54.6% | -59.4% |
| 3Y | -45.3% | +16.7% | -62.0% | -46.3% |
| 5Y | -50.4% | +8.8% | -59.2% | -51.3% |
| 10Y | -26.8% | +116.2% | -143.1% | -29.3% |
| All | +57.2% | +121.8% | -64.6% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling