-26.3%
FLUT vs FE
+107.4%
-133.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | +7.7% | +5.2% | +2.5% | +7.5% |
| 3M | -12.2% | 0.0% | -12.1% | -12.2% |
| 6M | -17.6% | +5.0% | -22.6% | -17.7% |
| YTD | -62.0% | +7.9% | -69.9% | -62.2% |
| 1Y | -62.3% | +6.3% | -68.6% | -62.4% |
| 3Y | -52.0% | +46.0% | -98.0% | -53.0% |
| 5Y | -51.8% | +45.6% | -97.4% | -52.8% |
| All | -26.3% | +107.4% | -133.7% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling