-35.2%
TE vs FLUT
-11.0%
-24.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +0.8% |
| 7D | -4.0% | -1.6% | -2.3% | -4.4% |
| 30D | -15.9% | +7.7% | -23.7% | -13.6% |
| 3M | -60.5% | -0.7% | -59.8% | -60.8% |
| 6M | -35.2% | -11.2% | -24.1% | -37.2% |
| All | -35.2% | -11.0% | -24.2% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling