+120.5%
ETN vs FLUT
-52.1%
+172.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +3.6% | -0.7% | +4.3% | +3.7% |
| 30D | -13.4% | +9.3% | -22.7% | -14.6% |
| 3M | -21.9% | -17.5% | -4.4% | -20.3% |
| 6M | -12.8% | -14.6% | +1.8% | -12.4% |
| YTD | +12.1% | -62.3% | +74.4% | +30.2% |
| 1Y | +0.8% | -59.6% | +60.5% | +15.5% |
| 3Y | +64.5% | -45.3% | +109.8% | +79.7% |
| All | +120.5% | -52.1% | +172.6% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling