+19.0%
EWZ vs FLUT
-52.0%
+70.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -24.5% | +7.7% | -32.2% | -25.0% |
| 3M | -10.7% | -12.2% | +1.5% | -10.0% |
| 6M | -19.1% | -17.6% | -1.5% | -18.4% |
| YTD | +1.6% | -62.0% | +63.6% | +10.7% |
| 1Y | +4.3% | -62.3% | +66.6% | +13.4% |
| 3Y | +19.0% | -52.0% | +70.9% | +29.7% |
| All | +19.0% | -52.0% | +70.9% | +29.7% |
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