-51.2%
FLUT vs ITW
+35.1%
-86.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | -3.6% | -2.4% | -1.2% | -2.4% |
| 30D | -0.3% | -9.5% | +9.2% | +4.8% |
| 3M | -12.6% | +6.6% | -19.3% | -15.9% |
| 6M | -8.0% | -1.8% | -6.2% | -7.8% |
| YTD | -54.1% | +9.0% | -63.1% | -57.0% |
| 1Y | -66.1% | +3.6% | -69.7% | -67.3% |
| 3Y | -45.0% | +19.4% | -64.5% | -51.9% |
| 5Y | -51.2% | +36.4% | -87.6% | -62.3% |
| All | -51.2% | +35.1% | -86.3% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling