+378.5%
FLUT vs EFV
+249.2%
+129.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +2.5% | -3.2% | -1.2% |
| 30D | +9.3% | +2.9% | +6.3% | +8.6% |
| 3M | -17.5% | -1.4% | -16.1% | -17.2% |
| 6M | -14.6% | +5.5% | -20.1% | -15.7% |
| YTD | -62.3% | +16.1% | -78.3% | -63.5% |
| 1Y | -59.6% | +20.3% | -79.9% | -61.3% |
| 3Y | -45.3% | +90.4% | -135.7% | -52.0% |
| 5Y | -50.4% | +93.5% | -143.9% | -56.6% |
| 10Y | -26.8% | +161.5% | -188.3% | -37.9% |
| All | +378.5% | +249.2% | +129.3% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling