+64.9%
EFA vs FLUT
-45.4%
+110.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +0.5% | +5.0% | -4.5% | 0.0% |
| 3M | -4.1% | -16.4% | +12.3% | -2.8% |
| 6M | +2.4% | -14.6% | +17.0% | +3.0% |
| YTD | +10.0% | -61.9% | +71.9% | +21.8% |
| 1Y | +11.4% | -65.0% | +76.4% | +24.5% |
| All | +64.9% | -45.4% | +110.3% | +74.9% |
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