+22,473.9%
ISRG vs FLUT
+2,054.3%
+20,419.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | -1.6% | -1.6% | +0.1% | -1.5% |
| 30D | -2.3% | +7.7% | -10.0% | -3.0% |
| 3M | -12.4% | -0.7% | -11.7% | -12.6% |
| 6M | -26.8% | -11.2% | -15.7% | -26.3% |
| YTD | -35.3% | -53.4% | +18.2% | -31.3% |
| 1Y | -19.3% | -65.8% | +46.4% | -12.4% |
| 3Y | +18.1% | -44.9% | +63.1% | +22.9% |
| 5Y | +2.6% | -49.7% | +52.3% | +5.6% |
| 10Y | +379.4% | -9.7% | +389.1% | +373.7% |
| All | +22,473.9% | +2,054.3% | +20,419.6% | +20,506.4% |
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