+128.5%
EEM vs FLUT
-9.3%
+137.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.1% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +2.1% | +2.5% | -0.5% | +1.8% |
| 3M | +1.0% | -9.2% | +10.3% | +1.5% |
| 6M | +15.9% | -8.2% | +24.2% | +16.1% |
| YTD | +24.6% | -53.2% | +77.9% | +32.8% |
| 1Y | +32.3% | -65.6% | +97.9% | +44.9% |
| 3Y | +85.9% | -43.6% | +129.5% | +92.1% |
| 5Y | +45.4% | -50.3% | +95.7% | +46.8% |
| All | +128.5% | -9.3% | +137.8% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling