-25.6%
FLUT vs ED
+136.7%
-162.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.7% |
| 7D | -1.5% | +2.1% | -3.6% | -1.4% |
| 30D | +3.4% | +12.4% | -9.0% | +3.9% |
| 3M | -12.5% | +13.1% | -25.6% | -12.1% |
| 6M | -18.5% | +14.1% | -32.5% | -18.0% |
| YTD | -61.6% | +23.1% | -84.7% | -61.3% |
| 1Y | -64.1% | +25.4% | -89.5% | -63.8% |
| 3Y | -44.5% | +47.9% | -92.3% | -44.0% |
| 5Y | -51.3% | +81.9% | -133.2% | -50.7% |
| 10Y | -25.6% | +141.3% | -166.8% | -26.4% |
| All | -25.6% | +136.7% | -162.3% | -26.4% |
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