+356.0%
ISRG vs FLUT
-9.2%
+365.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -5.2% | +3.8% | -9.0% | -5.8% |
| 30D | -7.6% | +6.3% | -13.9% | -8.6% |
| 3M | -16.4% | -4.0% | -12.3% | -16.1% |
| 6M | -28.6% | -10.3% | -18.3% | -27.8% |
| YTD | -38.2% | -53.2% | +15.0% | -31.3% |
| 1Y | -25.5% | -65.0% | +39.5% | -13.8% |
| 3Y | +17.4% | -43.9% | +61.3% | +25.7% |
| 5Y | -3.0% | -49.2% | +46.3% | +0.8% |
| 10Y | +356.0% | -9.2% | +365.1% | +358.6% |
| All | +356.0% | -9.2% | +365.1% | +358.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling