+2,054.3%
FLUT vs IT
+2,324.2%
-269.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.7% |
| 7D | -1.6% | -6.0% | +4.4% | -1.0% |
| 30D | +7.7% | 0.0% | +7.7% | +7.7% |
| 3M | -0.7% | +13.1% | -13.8% | -2.4% |
| 6M | -11.2% | +11.7% | -22.9% | -12.6% |
| YTD | -53.4% | -26.1% | -27.3% | -52.7% |
| 1Y | -65.8% | -21.3% | -44.5% | -65.4% |
| 3Y | -44.9% | -46.7% | +1.8% | -42.6% |
| 5Y | -49.7% | -40.5% | -9.2% | -48.2% |
| 10Y | -9.7% | +103.9% | -113.6% | -9.9% |
| All | +2,054.3% | +2,324.2% | -269.9% | +2,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling