+142.8%
EFA vs FLUT
-9.3%
+152.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -1.5% | +0.4% | -2.0% | -1.6% |
| 30D | -1.7% | +2.5% | -4.2% | -2.0% |
| 3M | +3.5% | -9.2% | +12.7% | +4.1% |
| 6M | +9.5% | -8.2% | +17.7% | +9.7% |
| YTD | +12.9% | -53.2% | +66.1% | +21.1% |
| 1Y | +18.2% | -65.6% | +83.8% | +30.7% |
| 3Y | +64.8% | -43.6% | +108.4% | +70.9% |
| 5Y | +53.9% | -50.3% | +104.2% | +55.5% |
| All | +142.8% | -9.3% | +152.1% | +140.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling