-66.0%
FLUT vs EL
+12.1%
-78.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.2% |
| 3M | -10.8% | +14.5% | -25.3% | -13.7% |
| 6M | -9.2% | +7.4% | -16.6% | -11.7% |
| YTD | -53.8% | -4.7% | -49.1% | -54.8% |
| 1Y | -66.0% | +12.9% | -78.9% | -68.8% |
| All | -66.0% | +12.1% | -78.1% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling