+144.9%
TE vs FLUT
-66.2%
+211.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.1% | -6.6% |
| 7D | +0.9% | -3.6% | +4.5% | +1.3% |
| 30D | -16.3% | -0.3% | -15.9% | -16.1% |
| 3M | -40.8% | -12.6% | -28.1% | -39.3% |
| 6M | -42.6% | -8.0% | -34.6% | -42.6% |
| YTD | -31.4% | -54.1% | +22.7% | -3.1% |
| 1Y | +144.9% | -66.1% | +211.0% | +306.3% |
| All | +144.9% | -66.2% | +211.1% | +306.3% |
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