+4,760.8%
EW vs FLUT
+1,664.3%
+3,096.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.5% |
| 7D | +12.3% | -6.5% | +18.7% | +12.7% |
| 30D | +22.9% | +2.8% | +20.1% | +22.6% |
| 3M | +16.7% | -13.5% | +30.2% | +17.4% |
| 6M | +31.0% | -19.0% | +49.9% | +32.0% |
| YTD | +22.8% | -61.9% | +84.7% | +28.4% |
| 1Y | +25.6% | -63.2% | +88.8% | +31.4% |
| 3Y | +62.0% | -46.0% | +108.0% | +65.8% |
| 5Y | -12.8% | -51.8% | +39.0% | -11.3% |
| 10Y | +239.8% | -26.1% | +265.8% | +240.3% |
| All | +4,760.8% | +1,664.3% | +3,096.5% | +4,634.9% |
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 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