+2,054.3%
FLUT vs ED
+624.2%
+1,430.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.2% |
| 7D | -1.6% | -0.2% | -1.5% | -1.6% |
| 30D | +7.7% | -0.1% | +7.9% | +7.7% |
| 3M | -0.7% | +3.9% | -4.6% | -0.6% |
| 6M | -11.2% | -3.0% | -8.1% | -11.2% |
| YTD | -53.4% | +10.7% | -64.1% | -53.4% |
| 1Y | -65.8% | +13.3% | -79.1% | -65.7% |
| 3Y | -44.9% | +34.5% | -79.4% | -45.1% |
| 5Y | -49.7% | +67.1% | -116.8% | -49.9% |
| 10Y | -9.7% | +103.0% | -112.8% | -10.9% |
| All | +2,054.3% | +624.2% | +1,430.1% | +1,858.5% |
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