-44.3%
FLUT vs ITW
+18.4%
-62.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.5% |
| 7D | -2.6% | -1.9% | -0.7% | -1.7% |
| 30D | +5.4% | -10.4% | +15.7% | +10.9% |
| 3M | -10.8% | +3.5% | -14.3% | -12.7% |
| 6M | -9.2% | -3.4% | -5.8% | -8.2% |
| YTD | -53.8% | +8.5% | -62.3% | -56.8% |
| 1Y | -66.0% | +3.2% | -69.2% | -67.2% |
| All | -44.3% | +18.4% | -62.6% | -55.4% |
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