+30.9%
EMR vs FLUT
-63.4%
+94.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +0.7% | -1.5% | +2.2% | +0.7% |
| 30D | +3.5% | +3.4% | +0.1% | +3.3% |
| 3M | +5.9% | -12.5% | +18.4% | +6.6% |
| 6M | +19.4% | -18.5% | +37.9% | +20.2% |
| YTD | +27.7% | -61.6% | +89.3% | +50.8% |
| 1Y | +30.9% | -64.1% | +95.0% | +56.5% |
| All | +30.9% | -63.4% | +94.3% | +56.5% |
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 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