-26.1%
FLUT vs EMB
+30.9%
-56.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | -0.1% |
| 7D | -6.5% | +0.8% | -7.3% | -7.0% |
| 30D | +2.8% | +1.5% | +1.3% | +1.7% |
| 3M | -13.5% | -1.9% | -11.5% | -12.2% |
| 6M | -19.0% | -1.6% | -17.4% | -18.0% |
| YTD | -61.9% | 0.0% | -61.9% | -61.9% |
| 1Y | -63.2% | +1.1% | -64.3% | -63.5% |
| 3Y | -46.0% | +30.9% | -76.9% | -54.4% |
| 5Y | -51.8% | +7.1% | -58.8% | -57.2% |
| 10Y | -26.1% | +31.1% | -57.2% | -34.3% |
| All | -26.1% | +30.9% | -56.9% | -34.3% |
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