+46.6%
EEM vs FLUT
-48.5%
+95.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +2.0% | -2.6% | +4.6% | +2.3% |
| 30D | +5.1% | +5.4% | -0.3% | +4.3% |
| 3M | +4.6% | -10.8% | +15.3% | +5.5% |
| 6M | +17.8% | -9.2% | +27.0% | +18.2% |
| YTD | +25.8% | -53.8% | +79.6% | +38.4% |
| 1Y | +36.4% | -66.0% | +102.4% | +56.3% |
| 3Y | +90.0% | -44.7% | +134.7% | +98.5% |
| 5Y | +46.6% | -50.6% | +97.1% | +48.4% |
| All | +46.6% | -48.5% | +95.0% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling