-22.6%
FPS vs FLUT
-46.5%
+23.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.3% | -15.0% | -17.8% |
| 7D | -23.3% | +4.2% | -27.5% | -22.6% |
| 30D | -42.4% | +8.0% | -50.4% | -41.3% |
| 3M | -43.0% | -22.1% | -21.0% | -45.0% |
| 6M | -44.5% | -21.7% | -22.8% | -45.7% |
| All | -22.6% | -46.5% | +23.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling