+200.4%
SE vs FLUT
-44.8%
+245.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -6.1% | -1.6% | -4.5% | -5.7% |
| 30D | -2.5% | +7.7% | -10.2% | -4.3% |
| 3M | +21.7% | -0.7% | +22.4% | +20.8% |
| 6M | +27.0% | -11.2% | +38.2% | +29.1% |
| YTD | -12.1% | -53.4% | +41.3% | +4.6% |
| 1Y | -40.9% | -65.8% | +24.8% | -24.2% |
| All | +200.4% | -44.8% | +245.2% | +248.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling