+2,088.5%
FTNT vs FLUT
-10.4%
+2,098.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +1.7% | -2.6% | +4.3% | +2.1% |
| 30D | -4.3% | +5.4% | -9.6% | -5.2% |
| 3M | +13.6% | -10.8% | +24.4% | +14.7% |
| 6M | +87.6% | -9.2% | +96.8% | +88.5% |
| YTD | +98.0% | -53.8% | +151.8% | +117.4% |
| 1Y | +96.9% | -66.0% | +162.9% | +124.9% |
| 3Y | +145.4% | -44.7% | +190.1% | +161.9% |
| 5Y | +153.0% | -50.6% | +203.6% | +160.7% |
| All | +2,088.5% | -10.4% | +2,098.9% | +2,227.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling