+419.2%
GE vs FLUT
+2,054.3%
-1,635.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.5% |
| 30D | -11.6% | +7.7% | -19.3% | -12.1% |
| 3M | +3.0% | -0.7% | +3.7% | +2.8% |
| 6M | -0.5% | -11.2% | +10.6% | -0.2% |
| YTD | +9.7% | -53.4% | +63.2% | +14.5% |
| 1Y | +20.0% | -65.8% | +85.8% | +27.5% |
| 3Y | +275.8% | -44.9% | +320.8% | +286.3% |
| 5Y | +429.1% | -49.7% | +478.8% | +437.1% |
| 10Y | +151.2% | -9.7% | +160.9% | +149.7% |
| All | +419.2% | +2,054.3% | -1,635.0% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling