-40.1%
FLUT vs EOSE
-60.6%
+20.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +0.4% | +1.8% | -1.4% | +0.3% |
| 30D | +2.5% | -6.8% | +9.4% | +2.7% |
| 3M | -9.2% | -36.3% | +27.0% | -7.6% |
| 6M | -8.2% | -38.8% | +30.5% | -7.4% |
| YTD | -53.2% | -65.5% | +12.3% | -51.7% |
| 1Y | -65.6% | -45.3% | -20.3% | -65.7% |
| 3Y | -43.6% | +44.2% | -87.7% | -50.0% |
| 5Y | -50.3% | -69.5% | +19.2% | -55.3% |
| All | -40.1% | -60.6% | +20.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling