+127.4%
EWT vs FLUT
-47.0%
+174.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +5.4% |
| 7D | +3.2% | +4.5% | -1.3% | +2.6% |
| 30D | -12.3% | +9.2% | -21.5% | -13.4% |
| 3M | -3.6% | -13.7% | +10.1% | -2.2% |
| 6M | +3.1% | -9.0% | +12.1% | +3.0% |
| YTD | +57.7% | -60.2% | +117.9% | +79.0% |
| 1Y | +60.3% | -63.1% | +123.4% | +83.8% |
| 3Y | +163.4% | -42.5% | +205.8% | +177.1% |
| 5Y | +127.4% | -47.6% | +175.0% | +131.4% |
| All | +127.4% | -47.0% | +174.4% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling