-15.3%
FPS vs FLUT
-44.1%
+28.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +3.6% | +10.8% | +15.1% |
| 7D | +9.5% | +4.5% | +5.0% | +10.6% |
| 30D | -33.8% | +9.2% | -43.0% | -32.3% |
| 3M | -34.9% | -13.7% | -21.2% | -35.8% |
| 6M | -42.9% | -9.0% | -33.9% | -43.6% |
| All | -15.3% | -44.1% | +28.9% | -20.6% |
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