-45.3%
FLUT vs ITW
+33.4%
-78.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.7% | +2.3% | -3.0% | -1.7% |
| 30D | +9.3% | +6.7% | +2.6% | +6.0% |
| 3M | -17.5% | -0.5% | -16.9% | -17.4% |
| 6M | -14.6% | +16.4% | -31.0% | -20.8% |
| YTD | -62.3% | +19.0% | -81.2% | -66.1% |
| 1Y | -59.6% | +20.2% | -79.8% | -64.0% |
| 3Y | -45.3% | +33.1% | -78.4% | -55.3% |
| All | -45.3% | +33.4% | -78.7% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling