+9,303.7%
FTNT vs FLUT
+224.0%
+9,079.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.1% |
| 7D | -5.8% | -1.6% | -4.2% | -5.7% |
| 30D | -4.8% | +7.7% | -12.5% | -5.6% |
| 3M | +4.4% | -0.7% | +5.1% | +4.1% |
| 6M | +88.8% | -11.2% | +99.9% | +89.7% |
| YTD | +96.8% | -53.4% | +150.3% | +108.4% |
| 1Y | +104.5% | -65.8% | +170.2% | +121.8% |
| 3Y | +156.8% | -44.9% | +201.7% | +168.4% |
| 5Y | +144.1% | -49.7% | +193.8% | +148.6% |
| 10Y | +2,021.8% | -9.7% | +2,031.5% | +2,114.5% |
| All | +9,303.7% | +224.0% | +9,079.7% | +9,636.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling