-63.2%
FLUT vs ETR
+18.4%
-81.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.1% | -1.9% |
| 7D | +4.2% | +3.7% | +0.4% | +4.8% |
| 30D | +8.0% | +11.0% | -3.0% | +10.1% |
| 3M | -22.1% | +3.4% | -25.5% | -21.9% |
| 6M | -21.7% | -3.3% | -18.4% | -22.4% |
| YTD | -62.0% | +23.3% | -85.2% | -61.9% |
| 1Y | -63.2% | +19.2% | -82.3% | -61.8% |
| All | -63.2% | +18.4% | -81.5% | -61.8% |
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