+1,664.3%
FLUT vs ED
+699.1%
+965.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +2.8% | +11.6% | -8.8% | +2.9% |
| 3M | -13.5% | +10.5% | -24.0% | -13.4% |
| 6M | -19.0% | +13.2% | -32.2% | -18.9% |
| YTD | -61.9% | +22.1% | -84.0% | -61.8% |
| 1Y | -63.2% | +24.2% | -87.4% | -63.2% |
| 3Y | -46.0% | +46.9% | -92.9% | -46.1% |
| 5Y | -51.8% | +80.8% | -132.6% | -51.9% |
| 10Y | -26.1% | +134.3% | -160.3% | -27.1% |
| All | +1,664.3% | +699.1% | +965.3% | +1,505.3% |
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 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