-26.8%
FLUT vs VEEV
+656.9%
-683.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +9.3% | +1.4% | +7.8% | +9.0% |
| 3M | -17.5% | +19.4% | -36.8% | -20.3% |
| 6M | -14.6% | +93.6% | -108.2% | -24.2% |
| YTD | -62.3% | +35.1% | -97.3% | -64.6% |
| 1Y | -59.6% | +3.4% | -63.0% | -60.7% |
| 3Y | -45.3% | +81.4% | -126.7% | -51.3% |
| 5Y | -50.4% | -5.1% | -45.3% | -54.7% |
| All | -26.8% | +656.9% | -683.7% | -39.7% |
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