+1,273.7%
EMR vs FLUT
+1,658.1%
-384.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +3.8% | -12.2% | +16.0% | +4.5% |
| 6M | +10.5% | -17.6% | +28.1% | +11.3% |
| YTD | +23.7% | -62.0% | +85.7% | +31.2% |
| 1Y | +25.4% | -62.3% | +87.7% | +33.0% |
| 3Y | +86.6% | -52.0% | +138.5% | +94.5% |
| 5Y | +83.0% | -51.8% | +134.8% | +88.3% |
| 10Y | +319.5% | -26.3% | +345.8% | +318.7% |
| All | +1,273.7% | +1,658.1% | -384.4% | +1,149.8% |
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