-52.0%
FLUT vs FE
+42.7%
-94.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -1.1% | -1.0% | -0.1% | -1.1% |
| 30D | +7.7% | +4.1% | +3.6% | +7.8% |
| 3M | -12.2% | -1.0% | -11.1% | -12.3% |
| 6M | -17.6% | +4.0% | -21.6% | -17.4% |
| YTD | -62.0% | +6.8% | -68.8% | -62.1% |
| 1Y | -62.3% | +5.3% | -67.5% | -62.3% |
| 3Y | -52.0% | +44.6% | -96.5% | -55.2% |
| All | -52.0% | +42.7% | -94.6% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling