-44.7%
FLUT vs EFV
+91.1%
-135.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -1.2% | +0.7% | -1.9% | -1.6% |
| 30D | +5.0% | +2.0% | +3.0% | +3.6% |
| 3M | -16.4% | -1.6% | -14.8% | -15.6% |
| 6M | -14.6% | +5.8% | -20.3% | -17.8% |
| YTD | -61.9% | +15.6% | -77.5% | -66.0% |
| 1Y | -65.0% | +19.0% | -84.0% | -69.5% |
| All | -44.7% | +91.1% | -135.8% | -67.0% |
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