+86.6%
EMR vs FLUT
-52.0%
+138.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | +2.0% | +7.7% | -5.7% | +0.5% |
| 3M | +3.8% | -12.2% | +16.0% | +5.4% |
| 6M | +10.5% | -17.6% | +28.1% | +12.3% |
| YTD | +23.7% | -62.0% | +85.7% | +49.9% |
| 1Y | +25.4% | -62.3% | +87.7% | +51.6% |
| 3Y | +86.6% | -52.0% | +138.5% | +118.7% |
| All | +86.6% | -52.0% | +138.5% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling