-65.8%
FLUT vs WETO
-98.9%
+33.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -20.8% | +18.6% | -2.3% |
| 7D | -1.6% | -55.4% | +53.8% | -2.0% |
| 30D | +7.7% | -48.5% | +56.2% | +5.8% |
| 3M | -0.7% | -97.5% | +96.8% | -3.0% |
| 6M | -11.2% | -94.2% | +83.0% | -15.4% |
| YTD | -53.4% | -97.0% | +43.6% | -56.4% |
| 1Y | -65.8% | -98.9% | +33.1% | -70.3% |
| All | -65.8% | -98.9% | +33.1% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling