+1,658.1%
FLUT vs ED
+700.2%
+957.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.5% |
| 7D | -1.1% | +1.6% | -2.7% | -1.1% |
| 30D | +7.7% | +13.3% | -5.6% | +7.8% |
| 3M | -12.2% | +9.7% | -21.9% | -12.1% |
| 6M | -17.6% | +12.8% | -30.4% | -17.5% |
| YTD | -62.0% | +22.3% | -84.3% | -61.9% |
| 1Y | -62.3% | +26.3% | -88.6% | -62.2% |
| 3Y | -52.0% | +45.0% | -97.0% | -52.0% |
| 5Y | -51.8% | +80.2% | -132.0% | -51.9% |
| 10Y | -26.3% | +129.9% | -156.2% | -27.3% |
| All | +1,658.1% | +700.2% | +957.9% | +1,499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling