-25.6%
FLUT vs FE
+110.9%
-136.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.5% | -0.5% | -0.9% | -1.4% |
| 30D | +3.4% | +4.3% | -0.9% | +3.2% |
| 3M | -12.5% | +0.4% | -12.9% | -12.5% |
| 6M | -18.5% | +6.9% | -25.4% | -18.7% |
| YTD | -61.6% | +8.0% | -69.6% | -61.8% |
| 1Y | -64.1% | +4.8% | -68.9% | -64.2% |
| 3Y | -44.5% | +49.0% | -93.4% | -45.7% |
| 5Y | -51.3% | +46.2% | -97.5% | -52.4% |
| 10Y | -25.6% | +120.9% | -146.5% | -29.5% |
| All | -25.6% | +110.9% | -136.5% | -29.5% |
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