+148.6%
TE vs FLUT
-65.9%
+214.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -4.0% | -1.6% | -2.3% | -3.8% |
| 30D | -15.9% | +7.7% | -23.7% | -16.6% |
| 3M | -60.5% | -0.7% | -59.8% | -61.5% |
| 6M | -35.2% | -11.2% | -24.1% | -33.7% |
| YTD | -31.1% | -53.4% | +22.3% | -3.1% |
| 1Y | +148.6% | -65.8% | +214.4% | +319.9% |
| All | +148.6% | -65.9% | +214.6% | +319.9% |
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 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