-49.8%
FLUT vs INSM
+278.6%
-328.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.1% |
| 7D | -0.7% | +5.9% | -6.6% | -0.8% |
| 30D | +9.3% | +23.9% | -14.6% | +8.8% |
| 3M | -17.5% | -4.1% | -13.4% | -17.5% |
| 6M | -14.6% | +2.7% | -17.3% | -14.8% |
| YTD | -62.3% | -30.4% | -31.9% | -62.1% |
| 1Y | -59.6% | -36.6% | -23.1% | -59.3% |
| 3Y | -45.3% | +406.9% | -452.2% | -47.8% |
| All | -49.8% | +278.6% | -328.4% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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