+33.0%
MET vs FLUT
-63.1%
+96.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.6% |
| 7D | +3.9% | +4.2% | -0.3% | +3.0% |
| 30D | +6.8% | +8.0% | -1.2% | +5.3% |
| 3M | +7.7% | -22.1% | +29.7% | +11.7% |
| 6M | +32.9% | -21.7% | +54.6% | +37.2% |
| YTD | +33.9% | -62.0% | +95.9% | +61.6% |
| 1Y | +33.0% | -63.2% | +96.2% | +61.1% |
| All | +33.0% | -63.1% | +96.1% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling