+1,663.9%
FLUT vs EME
+5,514.9%
-3,851.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -1.2% | +11.3% | -12.5% | -2.1% |
| 30D | +5.0% | -14.6% | +19.6% | +6.2% |
| 3M | -16.4% | -20.4% | +4.0% | -15.1% |
| 6M | -14.6% | -28.3% | +13.7% | -12.8% |
| YTD | -61.9% | +8.6% | -70.4% | -62.7% |
| 1Y | -65.0% | +3.2% | -68.3% | -65.6% |
| 3Y | -44.8% | +216.8% | -261.6% | -50.9% |
| 5Y | -49.9% | +417.5% | -467.4% | -57.1% |
| 10Y | -26.1% | +922.2% | -948.3% | -39.3% |
| All | +1,663.9% | +5,514.9% | -3,851.0% | +1,149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling