+13.8%
EEM vs FLUT
-62.9%
+76.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.5% |
| 7D | +0.7% | +4.5% | -3.8% | +0.7% |
| 30D | -6.2% | +9.2% | -15.4% | -6.1% |
| 3M | -5.2% | -13.7% | +8.5% | -5.1% |
| 6M | -8.1% | -9.0% | +0.9% | -8.7% |
| YTD | +14.0% | -60.2% | +74.2% | +18.9% |
| 1Y | +13.8% | -63.1% | +77.0% | +19.3% |
| All | +13.8% | -62.9% | +76.7% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling