+2,054.3%
FLUT vs EFX
+910.3%
+1,144.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.1% |
| 7D | -1.6% | -8.6% | +7.0% | -0.2% |
| 30D | +7.7% | +0.1% | +7.6% | +7.7% |
| 3M | -0.7% | +3.8% | -4.6% | -1.4% |
| 6M | -11.2% | -13.5% | +2.4% | -9.3% |
| YTD | -53.4% | -17.7% | -35.8% | -52.2% |
| 1Y | -65.8% | -25.6% | -40.2% | -64.4% |
| 3Y | -44.9% | -12.1% | -32.8% | -44.3% |
| 5Y | -49.7% | -33.8% | -15.9% | -48.4% |
| 10Y | -9.7% | +45.1% | -54.9% | -13.0% |
| All | +2,054.3% | +910.3% | +1,144.0% | +1,716.9% |
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