-10.4%
FLUT vs EL
+28.8%
-39.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.8% |
| 7D | -2.6% | -2.4% | -0.2% | -2.2% |
| 30D | +5.4% | +13.7% | -8.3% | +2.7% |
| 3M | -10.8% | +14.5% | -25.3% | -13.2% |
| 6M | -9.2% | +7.4% | -16.6% | -11.2% |
| YTD | -53.8% | -4.7% | -49.1% | -54.1% |
| 1Y | -66.0% | +12.9% | -78.9% | -67.3% |
| 3Y | -44.7% | -32.2% | -12.4% | -44.3% |
| 5Y | -50.6% | -68.4% | +17.8% | -44.5% |
| 10Y | -10.4% | +28.3% | -38.7% | -6.5% |
| All | -10.4% | +28.8% | -39.3% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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