+65.9%
EW vs FLUT
-45.9%
+111.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | +23.9% | +9.3% | +14.7% | +22.6% |
| 3M | +15.8% | -17.5% | +33.2% | +17.9% |
| 6M | +31.7% | -14.6% | +46.3% | +33.1% |
| YTD | +25.7% | -62.3% | +88.0% | +40.3% |
| 1Y | +24.4% | -59.6% | +84.1% | +37.6% |
| 3Y | +65.9% | -45.3% | +111.2% | +78.7% |
| All | +65.9% | -45.9% | +111.8% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling