+1,685.4%
FLUT vs FE
+346.9%
+1,338.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +8.8% | +6.4% | +2.4% | +8.5% |
| 3M | -10.7% | -0.5% | -10.2% | -10.7% |
| 6M | -19.7% | +4.7% | -24.5% | -19.9% |
| YTD | -61.4% | +8.4% | -69.8% | -61.6% |
| 1Y | -61.6% | +7.2% | -68.9% | -61.8% |
| 3Y | -51.4% | +44.9% | -96.3% | -52.5% |
| 5Y | -51.0% | +46.3% | -97.3% | -52.2% |
| 10Y | -25.2% | +110.3% | -135.4% | -29.2% |
| All | +1,685.4% | +346.9% | +1,338.6% | +1,590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling