-63.2%
FLUT vs EME
-3.1%
-60.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | -3.8% |
| 7D | +4.2% | -5.8% | +9.9% | +3.4% |
| 30D | +8.0% | -17.9% | +25.9% | +5.0% |
| 3M | -22.1% | -22.0% | -0.1% | -24.6% |
| 6M | -21.7% | -29.7% | +8.0% | -23.2% |
| YTD | -62.0% | +4.7% | -66.7% | -66.5% |
| 1Y | -63.2% | -2.1% | -61.0% | -66.0% |
| All | -63.2% | -3.1% | -60.1% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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