-51.1%
FLUT vs ETHA
-30.1%
-21.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.3% |
| 7D | -2.6% | +2.9% | -5.5% | -3.0% |
| 30D | +5.4% | +31.4% | -26.0% | +1.5% |
| 3M | -10.8% | +48.9% | -59.6% | -15.7% |
| 6M | -9.2% | +20.9% | -30.1% | -12.3% |
| YTD | -53.8% | -17.2% | -36.6% | -53.3% |
| 1Y | -66.0% | -42.8% | -23.2% | -64.1% |
| All | -51.1% | -30.1% | -21.0% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 3y: compounded portfolio wealth divided by compounded ETHA 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…
3y analysis · Full analysis span regression · 6 months rolling