-9.3%
FLUT vs ITW
+194.8%
-204.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +0.4% | -0.7% | +1.2% | +0.6% |
| 30D | +2.5% | -8.3% | +10.9% | +4.7% |
| 3M | -9.2% | +6.0% | -15.3% | -10.6% |
| 6M | -8.2% | 0.0% | -8.2% | -8.5% |
| YTD | -53.2% | +10.2% | -63.5% | -54.6% |
| 1Y | -65.6% | +3.2% | -68.8% | -66.0% |
| 3Y | -43.6% | +21.0% | -64.5% | -46.4% |
| 5Y | -50.3% | +37.9% | -88.2% | -54.0% |
| All | -9.3% | +194.8% | -204.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling