-60.0%
FLUT vs ETHA
-44.8%
-15.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.6% |
| 7D | -0.7% | -12.5% | +11.8% | +0.9% |
| 30D | +9.3% | -19.8% | +29.1% | +11.9% |
| 3M | -17.5% | +3.1% | -20.6% | -18.5% |
| 6M | -14.6% | -13.8% | -0.8% | -14.1% |
| YTD | -62.3% | -34.6% | -27.7% | -60.9% |
| 1Y | -59.6% | -38.7% | -20.9% | -58.0% |
| All | -60.0% | -44.8% | -15.2% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling