-10.4%
FLUT vs EFV
+162.1%
-172.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | +5.4% | 0.0% | +5.4% | +5.4% |
| 3M | -10.8% | +8.4% | -19.2% | -14.4% |
| 6M | -9.2% | +12.3% | -21.6% | -14.6% |
| YTD | -53.8% | +17.4% | -71.2% | -57.7% |
| 1Y | -66.0% | +27.1% | -93.1% | -70.0% |
| 3Y | -44.7% | +90.7% | -135.4% | -60.1% |
| 5Y | -50.6% | +95.6% | -146.2% | -65.1% |
| 10Y | -10.4% | +165.3% | -175.7% | -37.1% |
| All | -10.4% | +162.1% | -172.5% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling