+35.9%
MET vs FLUT
-62.9%
+98.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.1% |
| 7D | 0.0% | +4.5% | -4.5% | -0.7% |
| 30D | +3.4% | +9.2% | -5.8% | +1.7% |
| 3M | +7.0% | -13.7% | +20.6% | +9.1% |
| 6M | +34.6% | -9.0% | +43.6% | +34.5% |
| YTD | +34.0% | -60.2% | +94.2% | +60.7% |
| 1Y | +35.9% | -63.1% | +99.1% | +64.6% |
| All | +35.9% | -62.9% | +98.8% | +64.6% |
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