+154.5%
EWT vs FLUT
-48.5%
+203.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +2.1% | -2.6% | +4.7% | +2.5% |
| 30D | +9.4% | +5.4% | +4.0% | +8.3% |
| 3M | +10.9% | -10.8% | +21.6% | +12.0% |
| 6M | +57.9% | -9.2% | +67.2% | +58.6% |
| YTD | +75.9% | -53.8% | +129.7% | +96.1% |
| 1Y | +89.7% | -66.0% | +155.7% | +121.8% |
| 3Y | +200.9% | -44.7% | +245.5% | +219.4% |
| 5Y | +154.5% | -50.6% | +205.1% | +164.4% |
| All | +154.5% | -48.5% | +203.0% | +164.4% |
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