-65.0%
FLUT vs ED
+14.2%
-79.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.9% |
| 7D | +3.8% | +0.5% | +3.3% | +4.0% |
| 30D | +6.3% | +1.1% | +5.2% | +6.6% |
| 3M | -4.0% | +4.6% | -8.7% | -1.7% |
| 6M | -10.3% | -2.0% | -8.3% | -11.8% |
| YTD | -53.2% | +11.7% | -64.9% | -51.1% |
| 1Y | -65.0% | +15.7% | -80.8% | -63.3% |
| All | -65.0% | +14.2% | -79.3% | -63.3% |
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