+143.2%
FTNT vs FLUT
-44.6%
+187.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -3.5% | -1.5% | -2.1% | -3.3% |
| 30D | -36.5% | +3.4% | -40.0% | -37.1% |
| 3M | -24.7% | -12.5% | -12.3% | -23.7% |
| 6M | +8.3% | -18.5% | +26.8% | +10.5% |
| YTD | +55.6% | -61.6% | +117.2% | +89.8% |
| 1Y | +50.2% | -64.1% | +114.3% | +85.8% |
| 3Y | +143.2% | -44.5% | +187.6% | +186.6% |
| All | +143.2% | -44.6% | +187.8% | +186.6% |
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