-63.2%
FLUT vs ED
+27.1%
-90.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.1% |
| 7D | +4.2% | +5.4% | -1.2% | +4.8% |
| 30D | +8.0% | +16.4% | -8.4% | +10.8% |
| 3M | -22.1% | +11.9% | -34.0% | -21.0% |
| 6M | -21.7% | +11.6% | -33.3% | -20.9% |
| YTD | -62.0% | +24.1% | -86.1% | -59.7% |
| 1Y | -63.2% | +26.9% | -90.0% | -60.8% |
| All | -63.2% | +27.1% | -90.3% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling