+1,663.9%
FLUT vs EFX
+965.8%
+698.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -4.0% |
| 7D | -1.2% | -3.6% | +2.4% | -0.6% |
| 30D | +5.0% | +25.3% | -20.3% | +0.9% |
| 3M | -16.4% | +3.8% | -20.2% | -17.0% |
| 6M | -14.6% | +12.7% | -27.3% | -16.3% |
| YTD | -61.9% | -13.1% | -48.7% | -61.2% |
| 1Y | -65.0% | -9.3% | -55.7% | -64.7% |
| 3Y | -44.8% | +3.5% | -48.4% | -45.5% |
| 5Y | -49.9% | -30.6% | -19.3% | -49.1% |
| 10Y | -26.1% | +80.2% | -106.2% | -30.1% |
| All | +1,663.9% | +965.8% | +698.1% | +1,372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling