+63.7%
SE vs FLUT
-45.9%
+109.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -20.9% | +9.3% | -30.2% | -23.0% |
| 3M | -38.9% | -17.5% | -21.4% | -36.3% |
| 6M | -19.4% | -14.6% | -4.8% | -17.5% |
| YTD | -40.9% | -62.3% | +21.3% | -25.5% |
| 1Y | -46.2% | -59.6% | +13.5% | -33.5% |
| 3Y | +63.7% | -45.3% | +109.0% | +136.9% |
| All | +63.7% | -45.9% | +109.6% | +136.9% |
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