-26.3%
EW vs FLUT
-50.4%
+24.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | +1.0% | +7.7% | -6.7% | -0.3% |
| 3M | +2.8% | -0.7% | +3.5% | +2.4% |
| 6M | +5.5% | -11.2% | +16.6% | +6.6% |
| YTD | +5.5% | -53.4% | +58.9% | +17.7% |
| 1Y | +11.0% | -65.8% | +76.8% | +30.0% |
| 3Y | +17.7% | -44.9% | +62.6% | +24.0% |
| All | -26.3% | -50.4% | +24.1% | -25.2% |
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