+396.0%
GE vs FLUT
-53.8%
+449.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.5% | +3.7% |
| 7D | +6.3% | -6.5% | +12.7% | +7.4% |
| 30D | +8.9% | +2.8% | +6.1% | +8.2% |
| 3M | -9.2% | -13.5% | +4.3% | -7.6% |
| 6M | +13.2% | -19.0% | +32.2% | +15.7% |
| YTD | +9.4% | -61.9% | +71.3% | +28.9% |
| 1Y | +9.8% | -63.2% | +73.0% | +30.0% |
| 3Y | +278.2% | -46.0% | +324.2% | +306.4% |
| 5Y | +396.0% | -51.8% | +447.8% | +411.3% |
| All | +396.0% | -53.8% | +449.8% | +411.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling