+25.5%
ISRG vs FLUT
-52.1%
+77.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +5.6% | +9.3% | -3.7% | +3.3% |
| 3M | +10.5% | -17.5% | +28.0% | +14.3% |
| 6M | +2.6% | -14.6% | +17.2% | +4.8% |
| YTD | -21.7% | -62.3% | +40.6% | -4.6% |
| 1Y | -21.6% | -59.6% | +38.1% | -6.0% |
| 3Y | +57.0% | -45.3% | +102.3% | +73.0% |
| All | +25.5% | -52.1% | +77.5% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling