+2,054.3%
FLUT vs EL
+893.4%
+1,160.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.5% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +7.7% | +19.8% | -12.1% | +5.5% |
| 3M | -0.7% | +25.7% | -26.4% | -3.4% |
| 6M | -11.2% | +5.4% | -16.6% | -12.2% |
| YTD | -53.4% | +0.2% | -53.7% | -53.9% |
| 1Y | -65.8% | +20.4% | -86.2% | -66.8% |
| 3Y | -44.9% | -32.1% | -12.8% | -45.0% |
| 5Y | -49.7% | -67.2% | +17.5% | -47.4% |
| 10Y | -9.7% | +31.7% | -41.5% | -9.7% |
| All | +2,054.3% | +893.4% | +1,160.9% | +1,963.1% |
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