+1,338.7%
EWZ vs FLUT
+2,054.3%
-715.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +6.5% | -1.6% | +8.1% | +6.6% |
| 30D | +4.8% | +7.7% | -2.9% | +4.4% |
| 3M | +9.9% | -0.7% | +10.6% | +9.7% |
| 6M | +1.9% | -11.2% | +13.1% | +2.3% |
| YTD | +20.3% | -53.4% | +73.7% | +24.8% |
| 1Y | +35.6% | -65.8% | +101.4% | +42.8% |
| 3Y | +43.4% | -44.9% | +88.4% | +46.5% |
| 5Y | +55.9% | -49.7% | +105.6% | +58.0% |
| 10Y | +84.2% | -9.7% | +93.9% | +80.3% |
| All | +1,338.7% | +2,054.3% | -715.5% | +1,165.4% |
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