-43.9%
FLUT vs IT
-51.4%
+7.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +2.6% |
| 7D | +3.8% | -9.1% | +12.9% | +6.3% |
| 30D | +6.3% | -7.0% | +13.3% | +8.1% |
| 3M | -4.0% | +7.6% | -11.7% | -7.5% |
| 6M | -10.3% | +2.1% | -12.4% | -12.6% |
| YTD | -53.2% | -31.6% | -21.6% | -49.8% |
| 1Y | -65.0% | -29.9% | -35.1% | -62.9% |
| 3Y | -43.9% | -51.3% | +7.4% | -31.1% |
| All | -43.9% | -51.4% | +7.5% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling