+514.9%
GEV vs FLUT
-61.2%
+576.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +3.7% | -0.7% | +4.4% | +3.8% |
| 30D | -14.7% | +9.3% | -23.9% | -16.4% |
| 3M | -23.4% | -17.5% | -5.9% | -21.1% |
| 6M | -24.3% | -14.6% | -9.7% | -24.7% |
| YTD | +23.2% | -62.3% | +85.5% | +69.1% |
| 1Y | +44.2% | -59.6% | +103.9% | +91.0% |
| All | +514.9% | -61.2% | +576.0% | +715.2% |
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 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