+278.2%
GE vs FLUT
-46.0%
+324.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.5% | +3.8% |
| 7D | +6.3% | -6.5% | +12.7% | +7.2% |
| 30D | +8.9% | +2.8% | +6.1% | +8.3% |
| 3M | -9.2% | -13.5% | +4.3% | -7.8% |
| 6M | +13.2% | -19.0% | +32.2% | +15.2% |
| YTD | +9.4% | -61.9% | +71.3% | +28.8% |
| 1Y | +9.8% | -63.2% | +73.0% | +29.9% |
| 3Y | +278.2% | -46.0% | +324.2% | +331.1% |
| All | +278.2% | -46.0% | +324.2% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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