+1,535.0%
EWT vs FLUT
+1,739.7%
-204.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +5.7% |
| 7D | +3.2% | +4.5% | -1.3% | +3.0% |
| 30D | -12.3% | +9.2% | -21.5% | -12.7% |
| 3M | -3.6% | -13.7% | +10.1% | -3.1% |
| 6M | +3.1% | -9.0% | +12.1% | +3.2% |
| YTD | +57.7% | -60.2% | +117.9% | +63.8% |
| 1Y | +60.3% | -63.1% | +123.4% | +67.0% |
| 3Y | +163.4% | -42.5% | +205.8% | +168.8% |
| 5Y | +127.4% | -47.6% | +175.0% | +130.8% |
| 10Y | +462.7% | -22.9% | +485.6% | +464.8% |
| All | +1,535.0% | +1,739.7% | -204.7% | +1,487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling