+620.7%
GEV vs FLUT
-52.1%
+672.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | +3.3% | -1.6% | +4.9% | +3.6% |
| 30D | -7.5% | +7.7% | -15.2% | -9.2% |
| 3M | -2.2% | -0.7% | -1.5% | -3.9% |
| 6M | +12.1% | -11.2% | +23.2% | +13.3% |
| YTD | +44.4% | -53.4% | +97.8% | +91.2% |
| 1Y | +57.7% | -65.8% | +123.4% | +142.4% |
| All | +620.7% | -52.1% | +672.8% | +821.8% |
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