-65.8%
FLUT vs ETR
+23.8%
-89.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.3% |
| 7D | -1.6% | +1.4% | -3.1% | -1.4% |
| 30D | +7.7% | +1.0% | +6.8% | +7.9% |
| 3M | -0.7% | -1.3% | +0.5% | -1.0% |
| 6M | -11.2% | +1.9% | -13.0% | -10.6% |
| YTD | -53.4% | +18.2% | -71.6% | -54.6% |
| 1Y | -65.8% | +24.7% | -90.4% | -67.0% |
| All | -65.8% | +23.8% | -89.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling