+86.8%
MET vs FLUT
-46.0%
+132.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +1.3% | -6.5% | +7.8% | +2.6% |
| 30D | +4.0% | +2.8% | +1.2% | +3.3% |
| 3M | +4.6% | -13.5% | +18.1% | +6.9% |
| 6M | +32.8% | -19.0% | +51.8% | +36.5% |
| YTD | +32.3% | -61.9% | +94.2% | +59.6% |
| 1Y | +37.1% | -63.2% | +100.4% | +66.1% |
| 3Y | +86.8% | -46.0% | +132.9% | +116.5% |
| All | +86.8% | -46.0% | +132.8% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling