-23.6%
GEV vs FLUT
-12.4%
-11.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +0.2% |
| 7D | +6.2% | -1.2% | +7.4% | +5.9% |
| 30D | -18.4% | +5.0% | -23.4% | -17.1% |
| 3M | -21.2% | -16.4% | -4.8% | -25.1% |
| 6M | -23.6% | -14.6% | -9.0% | -27.2% |
| All | -23.6% | -12.4% | -11.2% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling