+7,694.2%
FTNT vs FLUT
+165.3%
+7,528.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.4% |
| 7D | +5.7% | -1.2% | +6.9% | +5.8% |
| 30D | -32.1% | +5.0% | -37.1% | -32.5% |
| 3M | -19.5% | -16.4% | -3.0% | -18.6% |
| 6M | +13.8% | -14.6% | +28.3% | +14.4% |
| YTD | +63.1% | -61.9% | +125.0% | +75.2% |
| 1Y | +57.7% | -65.0% | +122.7% | +70.4% |
| 3Y | +154.9% | -44.8% | +199.7% | +167.5% |
| 5Y | +89.3% | -49.9% | +139.2% | +95.5% |
| 10Y | +1,933.0% | -26.1% | +1,959.0% | +2,051.3% |
| All | +7,694.2% | +165.3% | +7,528.9% | +8,082.2% |
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