-11.0%
FLUT vs VEEV
+552.6%
-563.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -3.6% | -8.2% | +4.7% | -2.2% |
| 30D | -0.3% | +10.3% | -10.7% | -2.4% |
| 3M | -12.6% | +59.4% | -72.0% | -19.7% |
| 6M | -8.0% | +37.6% | -45.6% | -13.6% |
| YTD | -54.1% | +16.9% | -71.0% | -55.9% |
| 1Y | -66.1% | -5.0% | -61.2% | -66.5% |
| 3Y | -45.0% | +18.5% | -63.5% | -48.0% |
| 5Y | -51.2% | -13.8% | -37.4% | -54.3% |
| All | -11.0% | +552.6% | -563.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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