+94.0%
FLUT vs INDA
+115.1%
-21.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +7.7% | -0.8% | +8.5% | +7.9% |
| 3M | -0.7% | +3.9% | -4.6% | -1.3% |
| 6M | -11.2% | -0.7% | -10.4% | -11.1% |
| YTD | -53.4% | -7.7% | -45.8% | -52.9% |
| 1Y | -65.8% | -5.1% | -60.7% | -65.5% |
| 3Y | -44.9% | +13.6% | -58.6% | -45.7% |
| 5Y | -49.7% | +7.8% | -57.5% | -50.4% |
| 10Y | -9.7% | +84.6% | -94.4% | -11.9% |
| All | +94.0% | +115.1% | -21.2% | +85.9% |
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