+53.4%
EFA vs FLUT
-48.5%
+101.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.9% |
| 7D | -0.5% | -2.6% | +2.1% | -0.1% |
| 30D | -1.3% | +5.4% | -6.7% | -2.2% |
| 3M | +5.2% | -10.8% | +16.0% | +6.3% |
| 6M | +9.4% | -9.2% | +18.6% | +9.9% |
| YTD | +12.7% | -53.8% | +66.5% | +25.2% |
| 1Y | +19.3% | -66.0% | +85.2% | +38.6% |
| 3Y | +66.3% | -44.7% | +111.0% | +74.3% |
| 5Y | +53.4% | -50.6% | +103.9% | +53.7% |
| All | +53.4% | -48.5% | +101.8% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling