+25.9%
FLUT vs EQX
+232.0%
-206.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | +0.4% | -3.2% | +3.7% | +0.6% |
| 30D | +2.5% | +7.8% | -5.2% | +2.0% |
| 3M | -9.2% | +21.3% | -30.6% | -10.4% |
| 6M | -8.2% | -22.4% | +14.2% | -7.2% |
| YTD | -53.2% | -11.3% | -41.9% | -53.5% |
| 1Y | -65.6% | +13.5% | -79.1% | -66.5% |
| 3Y | -43.6% | +162.1% | -205.7% | -49.7% |
| 5Y | -50.3% | +84.2% | -134.5% | -56.6% |
| All | +25.9% | +232.0% | -206.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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