+513.6%
EWT vs FLUT
-9.3%
+522.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | +4.5% | +2.5% | +1.9% | +4.1% |
| 3M | +8.3% | -9.2% | +17.5% | +8.8% |
| 6M | +54.2% | -8.2% | +62.5% | +54.5% |
| YTD | +74.6% | -53.2% | +127.8% | +86.7% |
| 1Y | +84.9% | -65.6% | +150.5% | +103.5% |
| 3Y | +197.5% | -43.6% | +241.1% | +209.9% |
| 5Y | +150.6% | -50.3% | +200.9% | +154.9% |
| All | +513.6% | -9.3% | +522.9% | +524.1% |
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