+86.4%
MET vs FLUT
-50.4%
+136.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | +1.4% | +7.7% | -6.3% | 0.0% |
| 3M | +17.7% | -0.7% | +18.4% | +17.1% |
| 6M | +35.0% | -11.2% | +46.1% | +36.5% |
| YTD | +26.3% | -53.4% | +79.7% | +41.7% |
| 1Y | +22.8% | -65.8% | +88.6% | +44.2% |
| 3Y | +65.9% | -44.9% | +110.9% | +79.1% |
| All | +86.4% | -50.4% | +136.8% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling