-9.3%
FLUT vs EFX
+42.6%
-51.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +0.4% | -4.5% | +5.0% | +1.7% |
| 30D | +2.5% | -6.1% | +8.6% | +4.2% |
| 3M | -9.2% | +6.2% | -15.5% | -10.6% |
| 6M | -8.2% | -11.2% | +3.0% | -5.7% |
| YTD | -53.2% | -21.4% | -31.8% | -50.7% |
| 1Y | -65.6% | -34.3% | -31.3% | -62.3% |
| 3Y | -43.6% | -12.5% | -31.1% | -42.8% |
| 5Y | -50.3% | -35.6% | -14.7% | -48.5% |
| All | -9.3% | +42.6% | -51.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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