+706.7%
ETN vs FLUT
-9.3%
+716.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.8% |
| 7D | +3.5% | +0.4% | +3.1% | +3.5% |
| 30D | -7.5% | +2.5% | -10.0% | -7.9% |
| 3M | +8.3% | -9.2% | +17.6% | +8.9% |
| 6M | +20.2% | -8.2% | +28.4% | +20.3% |
| YTD | +34.7% | -53.2% | +87.9% | +46.3% |
| 1Y | +19.4% | -65.6% | +85.0% | +34.6% |
| 3Y | +85.5% | -43.6% | +129.1% | +96.6% |
| 5Y | +186.6% | -50.3% | +236.9% | +198.0% |
| All | +706.7% | -9.3% | +716.0% | +689.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling