+22.1%
EWZ vs FLUT
-46.0%
+68.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.4% | -6.5% | +7.9% | +1.9% |
| 30D | -25.1% | +2.8% | -27.9% | -25.3% |
| 3M | -7.7% | -13.5% | +5.7% | -6.9% |
| 6M | -15.8% | -19.0% | +3.1% | -15.0% |
| YTD | +3.6% | -61.9% | +65.5% | +13.1% |
| 1Y | +5.5% | -63.2% | +68.7% | +15.3% |
| 3Y | +22.1% | -46.0% | +68.1% | +32.6% |
| All | +22.1% | -46.0% | +68.1% | +32.6% |
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