-18.3%
TE vs FLUT
-42.5%
+24.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.8% |
| 7D | +18.2% | +3.8% | +14.4% | +16.6% |
| 30D | -13.5% | +6.3% | -19.8% | -15.6% |
| 3M | -44.6% | -4.0% | -40.5% | -45.4% |
| 6M | -24.7% | -10.3% | -14.4% | -24.4% |
| YTD | -24.3% | -53.2% | +28.9% | +4.8% |
| 1Y | +155.6% | -65.0% | +220.6% | +311.0% |
| 3Y | -18.3% | -43.9% | +25.6% | +0.1% |
| All | -18.3% | -42.5% | +24.3% | +0.1% |
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