-23.6%
FPS vs FLUT
-46.4%
+22.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.1% | -5.7% | -10.6% |
| 7D | +21.6% | -1.2% | +22.8% | +21.2% |
| 30D | -38.8% | +5.0% | -43.8% | -37.9% |
| 3M | -42.1% | -16.4% | -25.7% | -43.3% |
| 6M | -48.5% | -14.6% | -33.9% | -49.6% |
| All | -23.6% | -46.4% | +22.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling