-53.2%
TE vs FLUT
-20.5%
-32.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | -4.0% | -1.6% | -2.3% | -3.6% |
| 30D | -15.9% | +7.7% | -23.7% | -17.7% |
| 3M | -60.5% | -0.7% | -59.8% | -61.4% |
| 6M | -35.2% | -11.2% | -24.1% | -34.9% |
| YTD | -31.1% | -53.4% | +22.3% | -16.4% |
| 1Y | +148.6% | -65.8% | +214.4% | +230.3% |
| 3Y | -26.4% | -44.9% | +18.5% | -14.0% |
| 5Y | -48.0% | -49.7% | +1.7% | -43.2% |
| All | -53.2% | -20.5% | -32.6% | -49.3% |
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 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