-26.1%
FLUT vs ED
+143.7%
-169.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.1% |
| 7D | -1.2% | -1.7% | +0.5% | -1.3% |
| 30D | +5.0% | +10.7% | -5.7% | +5.4% |
| 3M | -16.4% | +11.6% | -28.1% | -16.1% |
| 6M | -14.6% | +13.5% | -28.1% | -14.1% |
| YTD | -61.9% | +23.1% | -85.0% | -61.6% |
| 1Y | -65.0% | +23.1% | -88.1% | -64.7% |
| 3Y | -44.8% | +47.9% | -92.8% | -44.4% |
| 5Y | -49.9% | +83.9% | -133.8% | -49.3% |
| All | -26.1% | +143.7% | -169.8% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling