+1,910.4%
FTNT vs FLUT
-22.9%
+1,933.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.2% |
| 7D | -1.0% | +4.5% | -5.5% | -1.5% |
| 30D | -33.6% | +9.2% | -42.8% | -34.5% |
| 3M | -20.9% | -13.7% | -7.2% | -19.9% |
| 6M | +11.0% | -9.0% | +20.0% | +11.0% |
| YTD | +61.3% | -60.2% | +121.6% | +79.9% |
| 1Y | +53.1% | -63.1% | +116.2% | +72.2% |
| 3Y | +152.1% | -42.5% | +194.5% | +168.4% |
| 5Y | +90.1% | -47.6% | +137.7% | +97.4% |
| 10Y | +1,910.4% | -22.9% | +1,933.3% | +2,079.2% |
| All | +1,910.4% | -22.9% | +1,933.3% | +2,079.2% |
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