-51.1%
FLUT vs EIX
+22.8%
-73.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -1.6% | -19.1% | +17.5% | +0.8% |
| 30D | +7.7% | -16.9% | +24.7% | +9.6% |
| 3M | -0.7% | -20.0% | +19.3% | +1.4% |
| 6M | -11.2% | -21.3% | +10.2% | -9.2% |
| YTD | -53.4% | -1.7% | -51.7% | -54.8% |
| 1Y | -65.8% | +9.6% | -75.3% | -67.7% |
| 3Y | -44.9% | -3.7% | -41.3% | -48.0% |
| All | -51.1% | +22.8% | -73.9% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling