-26.8%
FLUT vs ETR
+378.9%
-405.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | +9.3% | +7.0% | +2.2% | +8.6% |
| 3M | -17.5% | +4.6% | -22.1% | -17.8% |
| 6M | -14.6% | +0.1% | -14.7% | -14.7% |
| YTD | -62.3% | +23.2% | -85.5% | -63.2% |
| 1Y | -59.6% | +20.6% | -80.2% | -60.5% |
| 3Y | -45.3% | +156.3% | -201.6% | -49.6% |
| 5Y | -50.4% | +159.6% | -210.1% | -54.3% |
| All | -26.8% | +378.9% | -405.8% | -33.2% |
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