-51.8%
FLUT vs IT
-42.9%
-8.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -6.5% | -18.8% | +12.3% | -0.2% |
| 30D | +2.8% | -0.1% | +2.8% | +2.6% |
| 3M | -13.5% | +2.9% | -16.4% | -14.9% |
| 6M | -19.0% | +20.4% | -39.4% | -25.4% |
| YTD | -61.9% | -24.3% | -37.6% | -59.7% |
| 1Y | -63.2% | -17.2% | -46.1% | -62.4% |
| 3Y | -46.0% | -52.4% | +6.4% | -33.2% |
| 5Y | -51.8% | -43.7% | -8.1% | -51.2% |
| All | -51.8% | -42.9% | -8.9% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling