-10.4%
FLUT vs EIX
+19.9%
-30.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.1% |
| 7D | -2.6% | +4.1% | -6.7% | -2.9% |
| 30D | +5.4% | -15.3% | +20.7% | +6.4% |
| 3M | -10.8% | -18.4% | +7.7% | -9.6% |
| 6M | -9.2% | -16.8% | +7.6% | -8.3% |
| YTD | -53.8% | -0.6% | -53.3% | -54.4% |
| 1Y | -66.0% | +10.7% | -76.6% | -66.9% |
| 3Y | -44.7% | -4.5% | -40.2% | -45.8% |
| 5Y | -50.6% | +24.0% | -74.6% | -52.7% |
| 10Y | -10.4% | +22.9% | -33.3% | -14.6% |
| All | -10.4% | +19.9% | -30.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling