-50.0%
TE vs FLUT
-21.2%
-28.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | +15.0% | -2.6% | +17.6% | +15.8% |
| 30D | -7.5% | +5.4% | -12.9% | -9.0% |
| 3M | -42.0% | -10.8% | -31.2% | -41.2% |
| 6M | -31.4% | -9.2% | -22.2% | -31.5% |
| YTD | -26.5% | -53.8% | +27.3% | -10.5% |
| 1Y | +153.1% | -66.0% | +219.1% | +236.8% |
| 3Y | -20.7% | -44.7% | +24.0% | -7.3% |
| 5Y | -45.4% | -50.6% | +5.1% | -40.2% |
| All | -50.0% | -21.2% | -28.8% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling