+230.2%
EWY vs FLUT
-42.5%
+272.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +8.0% | +3.8% | +4.2% | +7.7% |
| 30D | +14.3% | +6.3% | +8.1% | +13.7% |
| 3M | +2.3% | -4.0% | +6.3% | +2.0% |
| 6M | +49.9% | -10.3% | +60.1% | +50.4% |
| YTD | +95.3% | -53.2% | +148.5% | +116.2% |
| 1Y | +161.7% | -65.0% | +226.8% | +204.1% |
| 3Y | +230.2% | -43.9% | +274.1% | +244.4% |
| All | +230.2% | -42.5% | +272.7% | +244.4% |
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 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