+69.7%
EEM vs FLUT
-45.0%
+114.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.9% | -1.5% | +0.6% | -0.8% |
| 30D | -9.3% | +3.4% | -12.7% | -9.6% |
| 3M | -7.1% | -12.5% | +5.4% | -6.3% |
| 6M | -10.4% | -18.5% | +8.1% | -9.6% |
| YTD | +11.3% | -61.6% | +72.9% | +22.1% |
| 1Y | +11.3% | -64.1% | +75.4% | +22.8% |
| All | +69.7% | -45.0% | +114.7% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling