+108.7%
EWY vs FLUT
-47.0%
+155.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.6% | +2.6% | +5.8% |
| 7D | -2.8% | +4.5% | -7.4% | -3.4% |
| 30D | -13.1% | +9.2% | -22.3% | -14.2% |
| 3M | -11.6% | -13.7% | +2.0% | -10.3% |
| 6M | -23.4% | -9.0% | -14.3% | -23.7% |
| YTD | +52.0% | -60.2% | +112.3% | +73.6% |
| 1Y | +58.6% | -63.1% | +121.7% | +83.2% |
| 3Y | +163.3% | -42.5% | +205.8% | +172.9% |
| 5Y | +108.7% | -47.6% | +156.2% | +110.3% |
| All | +108.7% | -47.0% | +155.6% | +110.3% |
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