-24.3%
EWY vs FLUT
-14.2%
-10.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.0% |
| 7D | +4.2% | -0.7% | +4.9% | +4.1% |
| 30D | -10.7% | +9.3% | -19.9% | -9.2% |
| 3M | -20.1% | -17.5% | -2.6% | -22.7% |
| 6M | -24.3% | -14.6% | -9.7% | -27.3% |
| All | -24.3% | -14.2% | -10.1% | -27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling