+23.9%
MET vs FLUT
-65.1%
+89.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +1.1% | +3.8% | -2.7% | +0.6% |
| 30D | -2.3% | +6.3% | -8.6% | -3.4% |
| 3M | +13.9% | -4.0% | +17.9% | +14.1% |
| 6M | +34.8% | -10.3% | +45.1% | +36.4% |
| YTD | +23.5% | -53.2% | +76.7% | +38.1% |
| All | +23.9% | -65.1% | +89.0% | +39.3% |
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 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