-9.3%
FLUT vs ETR
+296.9%
-306.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +0.4% | -1.8% | +2.3% | +0.6% |
| 30D | +2.5% | -1.8% | +4.3% | +2.7% |
| 3M | -9.2% | -3.6% | -5.7% | -9.0% |
| 6M | -8.2% | +2.6% | -10.9% | -8.6% |
| YTD | -53.2% | +16.0% | -69.3% | -54.1% |
| 1Y | -65.6% | +20.1% | -85.7% | -66.3% |
| 3Y | -43.6% | +143.6% | -187.2% | -47.8% |
| 5Y | -50.3% | +124.4% | -174.7% | -53.8% |
| All | -9.3% | +296.9% | -306.2% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling