-63.2%
FLUT vs FE
+6.1%
-69.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +4.2% | +1.7% | +2.5% | +4.2% |
| 30D | +8.0% | +8.1% | -0.1% | +8.5% |
| 3M | -22.1% | -1.3% | -20.8% | -22.8% |
| 6M | -21.7% | +2.9% | -24.6% | -21.6% |
| YTD | -62.0% | +8.6% | -70.5% | -63.7% |
| 1Y | -63.2% | +6.3% | -69.5% | -63.9% |
| All | -63.2% | +6.1% | -69.2% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling