-9.2%
FLUT vs ED
+104.2%
-113.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +3.8% | +0.5% | +3.3% | +3.8% |
| 30D | +6.3% | +1.1% | +5.2% | +6.3% |
| 3M | -4.0% | +4.6% | -8.7% | -3.8% |
| 6M | -10.3% | -2.0% | -8.3% | -10.4% |
| YTD | -53.2% | +11.7% | -64.9% | -53.0% |
| 1Y | -65.0% | +15.7% | -80.8% | -64.8% |
| 3Y | -43.9% | +34.4% | -78.3% | -43.7% |
| 5Y | -49.2% | +67.3% | -116.6% | -48.8% |
| 10Y | -9.2% | +104.0% | -113.2% | -9.5% |
| All | -9.2% | +104.2% | -113.4% | -9.5% |
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