+2,064.0%
FLUT vs EME
+6,510.1%
-4,446.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.6% |
| 7D | +0.4% | +3.5% | -3.1% | +0.2% |
| 30D | +2.5% | -6.3% | +8.9% | +3.0% |
| 3M | -9.2% | -3.8% | -5.5% | -9.4% |
| 6M | -8.2% | +8.5% | -16.7% | -9.6% |
| YTD | -53.2% | +27.8% | -81.0% | -54.8% |
| 1Y | -65.6% | +22.2% | -87.8% | -66.6% |
| 3Y | -43.6% | +253.5% | -297.0% | -50.2% |
| 5Y | -50.3% | +578.6% | -628.9% | -58.2% |
| 10Y | -9.3% | +1,355.6% | -1,364.9% | -27.1% |
| All | +2,064.0% | +6,510.1% | -4,446.2% | +1,415.1% |
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