+99.9%
FTNT vs FLUT
-66.2%
+166.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +1.6% | -3.6% | +5.2% | +1.9% |
| 30D | -1.9% | -0.3% | -1.5% | -1.9% |
| 3M | +14.4% | -12.6% | +27.0% | +16.4% |
| 6M | +88.7% | -8.0% | +96.6% | +88.8% |
| YTD | +100.0% | -54.1% | +154.1% | +112.5% |
| 1Y | +99.9% | -66.1% | +166.0% | +124.0% |
| All | +99.9% | -66.2% | +166.0% | +124.0% |
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