+1,317.6%
EMR vs FLUT
+1,675.5%
-358.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | +3.5% | +3.4% | +0.1% | +3.2% |
| 3M | +5.9% | -12.5% | +18.4% | +6.6% |
| 6M | +19.4% | -18.5% | +37.9% | +20.4% |
| YTD | +27.7% | -61.6% | +89.3% | +35.3% |
| 1Y | +30.9% | -64.1% | +95.0% | +39.3% |
| 3Y | +104.2% | -44.5% | +148.6% | +111.2% |
| 5Y | +89.6% | -51.3% | +140.9% | +94.9% |
| 10Y | +280.0% | -25.6% | +305.6% | +279.1% |
| All | +1,317.6% | +1,675.5% | -358.0% | +1,188.9% |
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