+7,335.0%
FTNT vs FLUT
+167.0%
+7,168.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -3.5% | -1.5% | -2.1% | -3.4% |
| 30D | -36.5% | +3.4% | -40.0% | -36.8% |
| 3M | -24.7% | -12.5% | -12.3% | -24.3% |
| 6M | +8.3% | -18.5% | +26.8% | +9.4% |
| YTD | +55.6% | -61.6% | +117.2% | +67.0% |
| 1Y | +50.2% | -64.1% | +114.3% | +61.9% |
| 3Y | +143.2% | -44.5% | +187.6% | +155.1% |
| 5Y | +85.5% | -51.3% | +136.7% | +91.4% |
| 10Y | +1,868.3% | -25.6% | +1,893.9% | +1,981.9% |
| All | +7,335.0% | +167.0% | +7,168.0% | +7,701.7% |
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 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