-44.4%
FLUT vs EFX
+4.9%
-49.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.5% | +0.3% | -1.7% | -1.6% |
| 30D | +3.4% | +29.1% | -25.7% | -6.5% |
| 3M | -12.5% | +4.3% | -16.7% | -14.2% |
| 6M | -18.5% | +7.7% | -26.2% | -21.3% |
| YTD | -61.6% | -12.5% | -49.2% | -60.6% |
| 1Y | -64.1% | -8.8% | -55.3% | -63.6% |
| All | -44.4% | +4.9% | -49.3% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling