+2,054.3%
FLUT vs EIX
+1,077.0%
+977.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | -1.6% | -19.1% | +17.5% | -0.2% |
| 30D | +7.7% | -16.9% | +24.7% | +9.0% |
| 3M | -0.7% | -20.0% | +19.3% | +0.7% |
| 6M | -11.2% | -21.3% | +10.2% | -9.9% |
| YTD | -53.4% | -1.7% | -51.7% | -53.8% |
| 1Y | -65.8% | +9.6% | -75.3% | -66.4% |
| 3Y | -44.9% | -3.7% | -41.3% | -45.7% |
| 5Y | -49.7% | +22.6% | -72.3% | -51.4% |
| 10Y | -9.7% | +17.7% | -27.4% | -13.9% |
| All | +2,054.3% | +1,077.0% | +977.3% | +1,679.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling