+1,730.6%
EWT vs FLUT
+2,054.3%
-323.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +2.0% |
| 7D | +4.0% | -1.6% | +5.6% | +4.0% |
| 30D | +10.3% | +7.7% | +2.6% | +9.9% |
| 3M | +6.1% | -0.7% | +6.8% | +5.9% |
| 6M | +56.6% | -11.2% | +67.8% | +57.0% |
| YTD | +76.6% | -53.4% | +130.0% | +82.3% |
| 1Y | +97.9% | -65.8% | +163.6% | +107.1% |
| 3Y | +198.0% | -44.9% | +242.9% | +204.3% |
| 5Y | +151.8% | -49.7% | +201.4% | +154.9% |
| 10Y | +514.1% | -9.7% | +523.8% | +512.7% |
| All | +1,730.6% | +2,054.3% | -323.6% | +1,667.1% |
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 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