+857.7%
MET vs FLUT
+2,054.3%
-1,196.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | +1.2% | -1.6% | +2.8% | +1.2% |
| 30D | +1.4% | +7.7% | -6.3% | +1.0% |
| 3M | +17.7% | -0.7% | +18.4% | +17.5% |
| 6M | +35.0% | -11.2% | +46.1% | +35.5% |
| YTD | +26.3% | -53.4% | +79.7% | +30.6% |
| 1Y | +22.8% | -65.8% | +88.6% | +28.7% |
| 3Y | +65.9% | -44.9% | +110.9% | +70.0% |
| 5Y | +85.4% | -49.7% | +135.1% | +88.2% |
| 10Y | +253.7% | -9.7% | +263.4% | +254.6% |
| All | +857.7% | +2,054.3% | -1,196.5% | +812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling