+4,073.3%
EW vs FLUT
+2,054.3%
+2,019.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -0.3% | -1.6% | +1.3% | -0.3% |
| 30D | +1.0% | +7.7% | -6.7% | +0.6% |
| 3M | +2.8% | -0.7% | +3.5% | +2.7% |
| 6M | +5.5% | -11.2% | +16.6% | +5.9% |
| YTD | +5.5% | -53.4% | +58.9% | +9.2% |
| 1Y | +11.0% | -65.8% | +76.8% | +16.7% |
| 3Y | +17.7% | -44.9% | +62.6% | +20.2% |
| 5Y | -25.7% | -49.7% | +23.9% | -25.0% |
| 10Y | +132.8% | -9.7% | +142.5% | +131.0% |
| All | +4,073.3% | +2,054.3% | +2,019.0% | +3,927.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling