-25.8%
TE vs FLUT
-63.1%
+37.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.5% |
| 7D | +3.8% | +4.2% | -0.3% | +3.4% |
| 30D | -26.2% | +8.0% | -34.2% | -26.8% |
| 3M | -49.7% | -22.1% | -27.6% | -48.5% |
| 6M | -46.5% | -21.7% | -24.8% | -46.3% |
| YTD | -59.1% | -62.0% | +2.8% | -41.1% |
| 1Y | -25.8% | -63.2% | +37.3% | +9.6% |
| All | -25.8% | -63.1% | +37.3% | +9.6% |
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