-78.3%
TE vs FLUT
-32.2%
-46.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.0% |
| 7D | -22.0% | +4.5% | -26.5% | -22.9% |
| 30D | -33.6% | +9.2% | -42.9% | -35.5% |
| 3M | -61.1% | -13.7% | -47.4% | -60.0% |
| 6M | -64.7% | -9.0% | -55.7% | -65.2% |
| YTD | -68.1% | -60.2% | -7.9% | -60.0% |
| 1Y | -51.7% | -63.1% | +11.4% | -38.0% |
| 3Y | +42.0% | -42.5% | +84.5% | +60.9% |
| 5Y | -80.8% | -47.6% | -33.3% | -78.5% |
| All | -78.3% | -32.2% | -46.2% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling