+1,910.4%
FTNT vs FLUT
-26.8%
+1,937.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +7.1% | -0.7% | +7.7% | +7.1% |
| 30D | -30.9% | +9.3% | -40.1% | -31.8% |
| 3M | -23.1% | -17.5% | -5.6% | -21.7% |
| 6M | +8.1% | -14.6% | +22.7% | +9.0% |
| YTD | +60.2% | -62.3% | +122.5% | +79.8% |
| 1Y | +57.0% | -59.6% | +116.6% | +74.4% |
| 3Y | +152.9% | -45.3% | +198.2% | +171.0% |
| 5Y | +85.9% | -50.4% | +136.3% | +94.2% |
| All | +1,910.4% | -26.8% | +1,937.3% | +2,096.2% |
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