+241.6%
MET vs FLUT
-10.4%
+252.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -0.8% | -2.6% | +1.8% | -0.5% |
| 30D | -1.4% | +5.4% | -6.7% | -2.0% |
| 3M | +12.5% | -10.8% | +23.3% | +13.5% |
| 6M | +37.1% | -9.2% | +46.3% | +37.7% |
| YTD | +23.8% | -53.8% | +77.6% | +32.8% |
| 1Y | +24.1% | -66.0% | +90.1% | +36.7% |
| 3Y | +65.2% | -44.7% | +109.9% | +73.6% |
| 5Y | +82.3% | -50.6% | +132.8% | +86.7% |
| 10Y | +241.6% | -10.4% | +252.0% | +246.4% |
| All | +241.6% | -10.4% | +252.0% | +246.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling