+1,664.3%
FLUT vs EIX
+1,167.4%
+497.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -6.5% | +0.7% | -7.2% | -6.5% |
| 30D | +2.8% | +8.8% | -6.0% | +2.1% |
| 3M | -13.5% | -10.9% | -2.5% | -13.0% |
| 6M | -19.0% | -10.3% | -8.7% | -18.7% |
| YTD | -61.9% | +5.8% | -67.7% | -62.4% |
| 1Y | -63.2% | +11.4% | -74.6% | -64.0% |
| 3Y | -46.0% | +11.1% | -57.1% | -47.4% |
| 5Y | -51.8% | +18.5% | -70.2% | -53.4% |
| 10Y | -26.1% | +32.2% | -58.3% | -30.1% |
| All | +1,664.3% | +1,167.4% | +497.0% | +1,348.6% |
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 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