+123.6%
EEM vs FLUT
-22.9%
+146.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.1% |
| 7D | +0.7% | +4.5% | -3.8% | +0.3% |
| 30D | -6.2% | +9.2% | -15.4% | -7.0% |
| 3M | -5.2% | -13.7% | +8.5% | -4.3% |
| 6M | -8.1% | -9.0% | +0.9% | -8.1% |
| YTD | +14.0% | -60.2% | +74.2% | +22.9% |
| 1Y | +13.8% | -63.1% | +77.0% | +23.5% |
| 3Y | +73.7% | -42.5% | +116.2% | +79.1% |
| 5Y | +34.6% | -47.6% | +82.1% | +36.4% |
| 10Y | +123.6% | -22.9% | +146.5% | +128.6% |
| All | +123.6% | -22.9% | +146.5% | +128.6% |
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