-51.0%
FLUT vs ED
+80.7%
-131.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.7% |
| 7D | -1.1% | +1.6% | -2.7% | -1.0% |
| 30D | +7.7% | +13.3% | -5.6% | +8.7% |
| 3M | -12.2% | +9.7% | -21.9% | -11.6% |
| 6M | -17.6% | +12.8% | -30.4% | -16.8% |
| YTD | -62.0% | +22.3% | -84.3% | -61.4% |
| 1Y | -62.3% | +26.3% | -88.6% | -61.6% |
| 3Y | -52.0% | +45.0% | -97.0% | -51.8% |
| All | -51.0% | +80.7% | -131.7% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling