+70.3%
SE vs FLUT
-52.0%
+122.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.5% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | -20.0% | +7.7% | -27.7% | -21.8% |
| 3M | -31.8% | -12.2% | -19.6% | -29.9% |
| 6M | -15.9% | -17.6% | +1.7% | -13.1% |
| YTD | -40.6% | -62.0% | +21.4% | -25.5% |
| 1Y | -50.7% | -62.3% | +11.6% | -38.3% |
| 3Y | +70.3% | -52.0% | +122.2% | +117.1% |
| All | +70.3% | -52.0% | +122.2% | +117.1% |
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 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