+1,018.1%
EWY vs FLUT
+1,645.8%
-627.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | -10.7% | +9.3% | -19.9% | -11.2% |
| 3M | -20.1% | -17.5% | -2.6% | -19.3% |
| 6M | -24.3% | -14.6% | -9.7% | -24.1% |
| YTD | +46.9% | -62.3% | +109.1% | +54.9% |
| 1Y | +55.2% | -59.6% | +114.8% | +62.9% |
| 3Y | +157.0% | -45.3% | +202.3% | +163.4% |
| 5Y | +98.9% | -50.4% | +149.3% | +102.5% |
| 10Y | +226.3% | -26.8% | +253.1% | +224.0% |
| All | +1,018.1% | +1,645.8% | -627.7% | +938.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling