-59.6%
FLUT vs EFX
-7.6%
-52.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.3% |
| 30D | +9.3% | +25.1% | -15.9% | -2.0% |
| 3M | -17.5% | +1.7% | -19.1% | -18.6% |
| 6M | -14.6% | +18.4% | -33.0% | -21.5% |
| YTD | -62.3% | -12.5% | -49.8% | -61.0% |
| 1Y | -59.6% | -8.1% | -51.6% | -58.9% |
| All | -59.6% | -7.6% | -52.0% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling