+198.0%
MET vs FLUT
-25.6%
+223.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | +1.8% | -1.5% | +3.2% | +1.9% |
| 30D | +4.8% | +3.4% | +1.4% | +4.3% |
| 3M | +6.2% | -12.5% | +18.7% | +7.3% |
| 6M | +33.8% | -18.5% | +52.3% | +35.8% |
| YTD | +33.3% | -61.6% | +94.9% | +45.5% |
| 1Y | +36.3% | -64.1% | +100.4% | +49.5% |
| 3Y | +84.6% | -44.5% | +129.0% | +95.2% |
| 5Y | +87.7% | -51.3% | +139.0% | +95.0% |
| 10Y | +198.0% | -25.6% | +223.5% | +206.3% |
| All | +198.0% | -25.6% | +223.5% | +206.3% |
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