+66.5%
EFA vs FLUT
-42.1%
+108.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.2% | +3.8% | -2.6% | +0.8% |
| 30D | -0.7% | +6.3% | -7.0% | -1.4% |
| 3M | +6.4% | -4.0% | +10.5% | +6.4% |
| 6M | +11.4% | -10.3% | +21.7% | +12.0% |
| YTD | +14.0% | -53.2% | +67.2% | +24.3% |
| 1Y | +20.2% | -65.0% | +85.3% | +36.0% |
| All | +66.5% | -42.1% | +108.6% | +73.1% |
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 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