+746.2%
EEM vs FLUT
+1,423.6%
-677.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.7% |
| 30D | -5.4% | +9.3% | -14.6% | -5.9% |
| 3M | -8.6% | -17.5% | +8.8% | -7.8% |
| 6M | -8.9% | -14.6% | +5.7% | -8.5% |
| YTD | +11.9% | -62.3% | +74.2% | +17.7% |
| 1Y | +13.1% | -59.6% | +72.7% | +18.4% |
| 3Y | +70.7% | -45.3% | +115.9% | +74.6% |
| 5Y | +31.8% | -50.4% | +82.2% | +33.9% |
| 10Y | +119.5% | -26.8% | +146.4% | +117.7% |
| All | +746.2% | +1,423.6% | -677.4% | +680.8% |
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