+749.3%
EEM vs FLUT
+1,439.4%
-690.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.2% |
| 7D | +5.3% | -1.2% | +6.5% | +5.4% |
| 30D | -7.0% | +5.0% | -12.0% | -7.3% |
| 3M | -8.0% | -16.4% | +8.4% | -7.2% |
| 6M | -6.6% | -14.6% | +8.0% | -6.2% |
| YTD | +12.3% | -61.9% | +74.2% | +18.1% |
| 1Y | +12.2% | -65.0% | +77.2% | +18.4% |
| 3Y | +71.2% | -44.8% | +116.1% | +75.1% |
| 5Y | +32.2% | -49.9% | +82.1% | +34.3% |
| 10Y | +120.3% | -26.1% | +146.4% | +118.4% |
| All | +749.3% | +1,439.4% | -690.2% | +683.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling