-66.0%
FLUT vs IT
-30.5%
-35.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -2.6% | -9.1% | +6.5% | -0.4% |
| 30D | +5.4% | -12.2% | +17.5% | +8.5% |
| 3M | -10.8% | +7.8% | -18.6% | -14.1% |
| 6M | -9.2% | +2.0% | -11.2% | -12.0% |
| YTD | -53.8% | -32.7% | -21.1% | -53.0% |
| 1Y | -66.0% | -31.1% | -34.9% | -65.6% |
| All | -66.0% | -30.5% | -35.5% | -65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling