-51.2%
FLUT vs ET
+241.7%
-292.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.6% | +1.4% | -4.9% | -4.0% |
| 30D | -0.3% | +4.6% | -4.9% | -1.9% |
| 3M | -12.6% | +16.0% | -28.7% | -17.1% |
| 6M | -8.0% | +22.8% | -30.8% | -14.6% |
| YTD | -54.1% | +38.9% | -93.0% | -59.5% |
| 1Y | -66.1% | +34.1% | -100.2% | -69.7% |
| 3Y | -45.0% | +98.8% | -143.8% | -57.1% |
| 5Y | -51.2% | +246.8% | -298.1% | -65.9% |
| All | -51.2% | +241.7% | -292.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling