+1,664.3%
FLUT vs EL
+982.4%
+682.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | 0.0% |
| 7D | -6.5% | +8.0% | -14.5% | -7.3% |
| 30D | +2.8% | +15.4% | -12.6% | +1.0% |
| 3M | -13.5% | +28.5% | -42.0% | -16.1% |
| 6M | -19.0% | +32.2% | -51.2% | -21.8% |
| YTD | -61.9% | +9.2% | -71.1% | -62.6% |
| 1Y | -63.2% | +30.8% | -94.0% | -64.7% |
| 3Y | -46.0% | +3.7% | -49.7% | -48.2% |
| 5Y | -51.8% | -64.8% | +13.0% | -50.1% |
| 10Y | -26.1% | +60.0% | -86.1% | -27.0% |
| All | +1,664.3% | +982.4% | +682.0% | +1,570.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling