-40.9%
SE vs FLUT
-65.9%
+25.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -6.1% | -1.6% | -4.5% | -5.8% |
| 30D | -2.5% | +7.7% | -10.2% | -3.8% |
| 3M | +21.7% | -0.7% | +22.4% | +20.7% |
| 6M | +27.0% | -11.2% | +38.2% | +26.7% |
| YTD | -12.1% | -53.4% | +41.3% | -5.4% |
| 1Y | -40.9% | -65.8% | +24.8% | -34.1% |
| All | -40.9% | -65.9% | +25.0% | -34.1% |
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