+8.1%
FPS vs FLUT
-34.6%
+42.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.6% | +2.1% |
| 7D | +3.1% | -1.6% | +4.8% | +2.8% |
| 30D | -18.6% | +7.7% | -26.3% | -17.1% |
| 3M | -51.5% | -0.7% | -50.7% | -51.4% |
| 6M | -8.5% | -11.2% | +2.6% | -8.8% |
| All | +8.1% | -34.6% | +42.7% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling