-44.3%
FLUT vs ITOT
+75.4%
-119.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -0.8% |
| 7D | -2.6% | -0.4% | -2.2% | -2.2% |
| 30D | +5.4% | -1.6% | +6.9% | +7.2% |
| 3M | -10.8% | +3.5% | -14.3% | -14.3% |
| 6M | -9.2% | +13.1% | -22.3% | -21.5% |
| YTD | -53.8% | +12.7% | -66.5% | -59.9% |
| 1Y | -66.0% | +18.3% | -84.3% | -71.9% |
| All | -44.3% | +75.4% | -119.7% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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