+155.0%
FLUT vs EMB
+127.1%
+27.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +7.7% | +1.3% | +6.4% | +7.2% |
| 3M | -12.2% | -2.2% | -9.9% | -11.5% |
| 6M | -17.6% | -2.3% | -15.2% | -16.9% |
| YTD | -62.0% | -0.6% | -61.4% | -61.9% |
| 1Y | -62.3% | +0.5% | -62.7% | -62.3% |
| 3Y | -52.0% | +29.4% | -81.4% | -55.3% |
| 5Y | -51.8% | +6.5% | -58.3% | -54.3% |
| 10Y | -26.3% | +29.8% | -56.1% | -30.5% |
| All | +155.0% | +127.1% | +27.9% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling