+452.3%
EWT vs FLUT
-26.8%
+479.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | +9.1% | -0.7% | +9.8% | +9.2% |
| 30D | -12.2% | +9.3% | -21.5% | -13.0% |
| 3M | -9.4% | -17.5% | +8.1% | -8.2% |
| 6M | +2.7% | -14.6% | +17.3% | +3.2% |
| YTD | +53.3% | -62.3% | +115.6% | +66.7% |
| 1Y | +59.2% | -59.6% | +118.8% | +71.8% |
| 3Y | +157.1% | -45.3% | +202.4% | +168.8% |
| 5Y | +119.6% | -50.4% | +170.0% | +125.9% |
| All | +452.3% | -26.8% | +479.1% | +473.9% |
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 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