+239.8%
EW vs FLUT
-26.1%
+265.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.5% |
| 7D | +12.3% | -6.5% | +18.7% | +13.1% |
| 30D | +22.9% | +2.8% | +20.1% | +22.4% |
| 3M | +16.7% | -13.5% | +30.2% | +18.2% |
| 6M | +31.0% | -19.0% | +49.9% | +33.3% |
| YTD | +22.8% | -61.9% | +84.7% | +36.1% |
| 1Y | +25.6% | -63.2% | +88.8% | +39.5% |
| 3Y | +62.0% | -46.0% | +108.0% | +69.6% |
| 5Y | -12.8% | -51.8% | +39.0% | -10.6% |
| 10Y | +239.8% | -26.1% | +265.8% | +235.8% |
| All | +239.8% | -26.1% | +265.8% | +235.8% |
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 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