-43.9%
FLUT vs EFV
+92.7%
-136.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.1% |
| 7D | +3.8% | +1.0% | +2.8% | +3.1% |
| 30D | +6.3% | +0.2% | +6.1% | +6.2% |
| 3M | -4.0% | +9.6% | -13.7% | -10.2% |
| 6M | -10.3% | +14.0% | -24.3% | -19.0% |
| YTD | -53.2% | +18.5% | -71.6% | -59.4% |
| 1Y | -65.0% | +27.9% | -92.9% | -71.6% |
| 3Y | -43.9% | +92.4% | -136.3% | -71.8% |
| All | -43.9% | +92.7% | -136.6% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling