+582.1%
FLUT vs ET
+1,435.7%
-853.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.8% |
| 30D | +6.3% | +6.9% | -0.6% | +5.9% |
| 3M | -4.0% | +13.1% | -17.1% | -4.8% |
| 6M | -10.3% | +18.7% | -29.0% | -11.3% |
| YTD | -53.2% | +37.4% | -90.6% | -54.1% |
| 1Y | -65.0% | +34.8% | -99.9% | -65.7% |
| 3Y | -43.9% | +96.8% | -140.7% | -46.0% |
| 5Y | -49.2% | +238.2% | -287.5% | -52.3% |
| 10Y | -9.2% | +159.4% | -168.6% | -14.8% |
| All | +582.1% | +1,435.7% | -853.6% | +426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling