+686.8%
EQT vs FLUT
+2,037.5%
-1,350.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.0% | -2.6% | +0.6% | -1.9% |
| 30D | +1.0% | +5.4% | -4.4% | +0.8% |
| 3M | +4.0% | -10.8% | +14.8% | +4.3% |
| 6M | -11.7% | -9.2% | -2.5% | -11.6% |
| YTD | +2.8% | -53.8% | +56.6% | +5.4% |
| 1Y | +10.0% | -66.0% | +76.0% | +14.0% |
| 3Y | +34.1% | -44.7% | +78.8% | +36.1% |
| 5Y | +195.3% | -50.6% | +245.9% | +196.9% |
| 10Y | +51.6% | -10.4% | +62.0% | +50.2% |
| All | +686.8% | +2,037.5% | -1,350.7% | +618.4% |
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 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