-51.3%
FLUT vs EAT
+342.4%
-393.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.8% | +1.4% |
| 7D | -1.5% | -5.9% | +4.4% | -0.5% |
| 30D | +3.4% | +0.7% | +2.8% | +2.8% |
| 3M | -12.5% | -14.2% | +1.8% | -10.6% |
| 6M | -18.5% | +40.7% | -59.2% | -25.1% |
| YTD | -61.6% | +36.0% | -97.6% | -64.8% |
| 1Y | -64.1% | +83.1% | -147.2% | -69.2% |
| 3Y | -44.5% | +474.8% | -519.3% | -63.9% |
| 5Y | -51.3% | +347.6% | -398.9% | -67.2% |
| All | -51.3% | +342.4% | -393.7% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling