-32.8%
FPS vs FLUT
-46.6%
+13.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.5% | +6.6% |
| 7D | -24.5% | -1.1% | -23.4% | -24.6% |
| 30D | -52.1% | +7.7% | -59.8% | -51.2% |
| 3M | -48.4% | -12.2% | -36.2% | -48.9% |
| 6M | -54.4% | -17.6% | -36.8% | -55.4% |
| All | -32.8% | -46.6% | +13.8% | -37.6% |
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