+2,054.3%
FLUT vs ETR
+1,212.0%
+842.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.6% | +1.4% | -3.1% | -1.7% |
| 30D | +7.7% | +1.0% | +6.8% | +7.7% |
| 3M | -0.7% | -1.3% | +0.5% | -0.7% |
| 6M | -11.2% | +1.9% | -13.0% | -11.3% |
| YTD | -53.4% | +18.2% | -71.6% | -54.0% |
| 1Y | -65.8% | +24.7% | -90.4% | -66.3% |
| 3Y | -44.9% | +150.7% | -195.6% | -47.6% |
| 5Y | -49.7% | +127.0% | -176.7% | -51.9% |
| 10Y | -9.7% | +295.5% | -305.2% | -15.5% |
| All | +2,054.3% | +1,212.0% | +842.3% | +1,892.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling