+164.3%
EWY vs FLUT
-65.9%
+230.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +4.5% |
| 7D | +4.8% | -1.6% | +6.5% | +4.7% |
| 30D | +11.7% | +7.7% | +3.9% | +12.1% |
| 3M | -7.4% | -0.7% | -6.7% | -8.0% |
| 6M | +40.6% | -11.2% | +51.7% | +40.2% |
| YTD | +94.3% | -53.4% | +147.7% | +106.8% |
| 1Y | +164.3% | -65.8% | +230.0% | +192.4% |
| All | +164.3% | -65.9% | +230.2% | +192.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling