+290.8%
EWY vs FLUT
-11.0%
+301.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.1% |
| 7D | +1.2% | -3.6% | +4.8% | +1.6% |
| 30D | +9.3% | -0.3% | +9.6% | +9.2% |
| 3M | +2.4% | -12.6% | +15.1% | +3.3% |
| 6M | +40.3% | -8.0% | +48.3% | +40.4% |
| YTD | +88.0% | -54.1% | +142.1% | +102.5% |
| 1Y | +143.8% | -66.1% | +209.9% | +171.4% |
| 3Y | +217.8% | -45.0% | +262.8% | +231.1% |
| 5Y | +142.7% | -51.2% | +194.0% | +145.7% |
| All | +290.8% | -11.0% | +301.8% | +286.6% |
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