-49.8%
FLUT vs FE
+47.0%
-96.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | +9.3% | +4.5% | +4.7% | +8.8% |
| 3M | -17.5% | +1.3% | -18.8% | -17.6% |
| 6M | -14.6% | +8.7% | -23.3% | -15.3% |
| YTD | -62.3% | +9.2% | -71.5% | -62.8% |
| 1Y | -59.6% | +7.0% | -66.6% | -60.1% |
| 3Y | -45.3% | +51.4% | -96.7% | -49.7% |
| All | -49.8% | +47.0% | -96.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling