-49.9%
FLUT vs EFX
-35.1%
-14.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.8% |
| 7D | +3.8% | -7.8% | +11.6% | +7.1% |
| 30D | +6.3% | -5.7% | +12.0% | +8.7% |
| 3M | -4.0% | +2.5% | -6.6% | -5.2% |
| 6M | -10.3% | -16.7% | +6.4% | -4.5% |
| YTD | -53.2% | -20.2% | -33.0% | -49.6% |
| 1Y | -65.0% | -31.4% | -33.7% | -60.4% |
| 3Y | -43.9% | -10.5% | -33.4% | -45.3% |
| All | -49.9% | -35.1% | -14.8% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling