-43.1%
FLUT vs EL
-29.8%
-13.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +7.7% | +19.8% | -12.1% | +4.2% |
| 3M | -0.7% | +25.7% | -26.4% | -4.8% |
| 6M | -11.2% | +5.4% | -16.6% | -12.8% |
| YTD | -53.4% | +0.2% | -53.7% | -54.2% |
| 1Y | -65.8% | +20.4% | -86.2% | -67.4% |
| All | -43.1% | -29.8% | -13.3% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling