-50.6%
FLUT vs ETR
+122.8%
-173.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | +5.4% | +2.0% | +3.3% | +5.0% |
| 3M | -10.8% | -1.7% | -9.1% | -10.6% |
| 6M | -9.2% | +3.6% | -12.8% | -10.0% |
| YTD | -53.8% | +18.0% | -71.9% | -55.5% |
| 1Y | -66.0% | +26.2% | -92.2% | -67.6% |
| 3Y | -44.7% | +148.0% | -192.7% | -52.4% |
| 5Y | -50.6% | +126.1% | -176.6% | -57.2% |
| All | -50.6% | +122.8% | -173.4% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling