+53.1%
FTNT vs FLUT
-62.9%
+116.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.6% |
| 7D | -1.0% | +4.5% | -5.5% | -1.1% |
| 30D | -33.6% | +9.2% | -42.8% | -33.8% |
| 3M | -20.9% | -13.7% | -7.2% | -20.0% |
| 6M | +11.0% | -9.0% | +20.0% | +10.5% |
| YTD | +61.3% | -60.2% | +121.6% | +66.0% |
| 1Y | +53.1% | -63.1% | +116.2% | +57.8% |
| All | +53.1% | -62.9% | +116.0% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling