+903.4%
MET vs FLUT
+1,664.3%
-761.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +1.3% | -6.5% | +7.8% | +1.7% |
| 30D | +4.0% | +2.8% | +1.2% | +3.8% |
| 3M | +4.6% | -13.5% | +18.1% | +5.2% |
| 6M | +32.8% | -19.0% | +51.8% | +33.8% |
| YTD | +32.3% | -61.9% | +94.2% | +38.1% |
| 1Y | +37.1% | -63.2% | +100.4% | +43.3% |
| 3Y | +86.8% | -46.0% | +132.9% | +92.2% |
| 5Y | +87.4% | -51.8% | +139.1% | +91.6% |
| 10Y | +209.9% | -26.1% | +236.0% | +213.6% |
| All | +903.4% | +1,664.3% | -761.0% | +864.6% |
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 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