+60.8%
EWZ vs FLUT
-25.6%
+86.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +1.3% | -1.5% | +2.8% | +1.4% |
| 30D | -26.2% | +3.4% | -29.6% | -26.4% |
| 3M | -8.6% | -12.5% | +3.8% | -8.0% |
| 6M | -17.0% | -18.5% | +1.4% | -16.3% |
| YTD | +2.2% | -61.6% | +63.8% | +8.5% |
| 1Y | +2.7% | -64.1% | +66.8% | +9.5% |
| 3Y | +18.2% | -44.5% | +62.7% | +21.9% |
| 5Y | +56.0% | -51.3% | +107.3% | +58.7% |
| 10Y | +60.8% | -25.6% | +86.4% | +74.8% |
| All | +60.8% | -25.6% | +86.4% | +74.8% |
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