+145.8%
FTNT vs FLUT
-42.5%
+188.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.7% | +3.8% | -6.5% | -3.4% |
| 30D | -1.4% | +6.3% | -7.7% | -2.9% |
| 3M | +10.1% | -4.0% | +14.1% | +10.0% |
| 6M | +88.2% | -10.3% | +98.5% | +90.0% |
| YTD | +98.3% | -53.2% | +151.5% | +130.3% |
| 1Y | +96.0% | -65.0% | +161.0% | +143.4% |
| 3Y | +145.8% | -43.9% | +189.7% | +177.7% |
| All | +145.8% | -42.5% | +188.3% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling