+15.6%
EMR vs FLUT
-65.6%
+81.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +0.9% | -2.6% | +3.5% | +1.1% |
| 30D | -5.0% | +5.4% | -10.3% | -5.3% |
| 3M | +5.9% | -10.8% | +16.7% | +6.7% |
| 6M | +7.3% | -9.2% | +16.5% | +7.9% |
| YTD | +14.6% | -53.8% | +68.4% | +30.4% |
| 1Y | +15.6% | -66.0% | +81.6% | +33.4% |
| All | +15.6% | -65.6% | +81.2% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling