+1,739.7%
FLUT vs ETR
+1,269.7%
+469.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.6% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +9.2% | +7.7% | +1.5% | +8.8% |
| 3M | -13.7% | +5.7% | -19.4% | -13.9% |
| 6M | -9.0% | -0.3% | -8.7% | -9.1% |
| YTD | -60.2% | +23.4% | -83.6% | -60.8% |
| 1Y | -63.1% | +18.5% | -81.6% | -63.6% |
| 3Y | -42.5% | +155.6% | -198.0% | -45.3% |
| 5Y | -47.6% | +158.7% | -206.2% | -50.2% |
| 10Y | -22.9% | +377.8% | -400.7% | -28.3% |
| All | +1,739.7% | +1,269.7% | +469.9% | +1,597.0% |
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