-25.6%
FLUT vs EIX
+33.0%
-58.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.5% | +1.0% | -2.4% | -1.6% |
| 30D | +3.4% | +8.9% | -5.4% | +2.7% |
| 3M | -12.5% | -9.8% | -2.7% | -12.1% |
| 6M | -18.5% | -10.2% | -8.3% | -18.2% |
| YTD | -61.6% | +5.9% | -67.6% | -62.4% |
| 1Y | -64.1% | +10.9% | -75.0% | -65.0% |
| 3Y | -44.5% | +10.2% | -54.7% | -46.3% |
| 5Y | -51.3% | +17.0% | -68.3% | -53.4% |
| 10Y | -25.6% | +35.1% | -60.7% | -30.2% |
| All | -25.6% | +33.0% | -58.5% | -30.2% |
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