+372.3%
SE vs FLUT
-16.6%
+388.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | -19.4% | +3.4% | -22.8% | -20.6% |
| 3M | -33.1% | -12.5% | -20.6% | -31.0% |
| 6M | -11.4% | -18.5% | +7.0% | -7.6% |
| YTD | -39.8% | -61.6% | +21.8% | -21.5% |
| 1Y | -50.5% | -64.1% | +13.6% | -34.4% |
| 3Y | +68.9% | -44.5% | +113.3% | +89.1% |
| 5Y | -77.1% | -51.3% | -25.8% | -75.0% |
| All | +372.3% | -16.6% | +388.9% | +377.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling