+84.9%
EWT vs FLUT
-65.2%
+150.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | -1.1% | +0.4% | -1.6% | -1.1% |
| 30D | +4.5% | +2.5% | +1.9% | +4.3% |
| 3M | +8.3% | -9.2% | +17.5% | +8.9% |
| 6M | +54.2% | -8.2% | +62.5% | +54.4% |
| YTD | +74.6% | -53.2% | +127.8% | +87.8% |
| 1Y | +84.9% | -65.6% | +150.5% | +101.9% |
| All | +84.9% | -65.2% | +150.1% | +101.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling