-10.4%
FLUT vs EAT
+370.1%
-380.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -1.0% |
| 7D | -2.6% | -6.8% | +4.2% | -1.9% |
| 30D | +5.4% | -5.4% | +10.7% | +5.8% |
| 3M | -10.8% | +42.8% | -53.5% | -14.4% |
| 6M | -9.2% | +56.5% | -65.7% | -14.1% |
| YTD | -53.8% | +50.0% | -103.8% | -56.1% |
| 1Y | -66.0% | +38.3% | -104.2% | -67.5% |
| 3Y | -44.7% | +591.6% | -636.3% | -55.0% |
| 5Y | -50.6% | +312.6% | -363.2% | -59.2% |
| 10Y | -10.4% | +381.4% | -391.9% | -31.4% |
| All | -10.4% | +370.1% | -380.5% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling