-10.4%
FLUT vs EMB
+29.7%
-40.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +5.4% | -0.3% | +5.6% | +5.6% |
| 3M | -10.8% | -0.3% | -10.5% | -10.6% |
| 6M | -9.2% | +0.7% | -10.0% | -9.6% |
| YTD | -53.8% | +1.3% | -55.1% | -54.2% |
| 1Y | -66.0% | +4.7% | -70.7% | -67.0% |
| 3Y | -44.7% | +30.1% | -74.8% | -53.0% |
| 5Y | -50.6% | +6.9% | -57.4% | -56.4% |
| 10Y | -10.4% | +30.7% | -41.1% | -21.3% |
| All | -10.4% | +29.7% | -40.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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