-49.5%
FLUT vs EAT
+341.3%
-390.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -1.6% | 0.0% | -1.7% | -1.7% |
| 30D | +7.7% | +1.9% | +5.9% | +7.1% |
| 3M | -0.7% | +68.7% | -69.4% | -11.0% |
| 6M | -11.2% | +66.9% | -78.1% | -20.9% |
| YTD | -53.4% | +60.4% | -113.9% | -58.3% |
| 1Y | -65.8% | +44.0% | -109.8% | -68.8% |
| 3Y | -44.9% | +604.7% | -649.6% | -65.0% |
| All | -49.5% | +341.3% | -390.8% | -67.8% |
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