-10.4%
FLUT vs IT
+88.4%
-98.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -2.6% | -9.1% | +6.5% | -0.6% |
| 30D | +5.4% | -12.2% | +17.5% | +8.2% |
| 3M | -10.8% | +7.8% | -18.6% | -13.3% |
| 6M | -9.2% | +2.0% | -11.2% | -11.0% |
| YTD | -53.8% | -32.7% | -21.1% | -50.9% |
| 1Y | -66.0% | -31.1% | -34.9% | -64.2% |
| 3Y | -44.7% | -52.1% | +7.4% | -37.3% |
| 5Y | -50.6% | -46.3% | -4.3% | -46.1% |
| 10Y | -10.4% | +91.4% | -101.8% | -11.5% |
| All | -10.4% | +88.4% | -98.9% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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