+23.5%
FLUT vs EQX
+226.7%
-203.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.3% |
| 7D | -3.6% | -7.0% | +3.4% | -3.1% |
| 30D | -0.3% | +4.8% | -5.2% | -0.6% |
| 3M | -12.6% | +25.6% | -38.3% | -14.0% |
| 6M | -8.0% | -25.8% | +17.9% | -6.6% |
| YTD | -54.1% | -12.7% | -41.4% | -54.3% |
| 1Y | -66.1% | +14.1% | -80.2% | -67.0% |
| 3Y | -45.0% | +165.7% | -210.8% | -51.1% |
| 5Y | -51.2% | +81.2% | -132.5% | -57.3% |
| All | +23.5% | +226.7% | -203.1% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling