+1,675.5%
FLUT vs EAT
+1,511.2%
+164.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.8% | +0.9% |
| 7D | -1.5% | -5.9% | +4.4% | -1.1% |
| 30D | +3.4% | +0.7% | +2.8% | +3.2% |
| 3M | -12.5% | -14.2% | +1.8% | -11.7% |
| 6M | -18.5% | +40.7% | -59.2% | -20.9% |
| YTD | -61.6% | +36.0% | -97.6% | -62.8% |
| 1Y | -64.1% | +83.1% | -147.2% | -66.0% |
| 3Y | -44.5% | +474.8% | -519.3% | -51.3% |
| 5Y | -51.3% | +347.6% | -398.9% | -57.3% |
| 10Y | -25.6% | +321.5% | -347.1% | -36.3% |
| All | +1,675.5% | +1,511.2% | +164.3% | +1,339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling