-44.7%
FLUT vs VEEV
+81.4%
-126.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | -1.2% | -2.5% | +1.3% | -0.5% |
| 30D | +5.0% | +0.3% | +4.7% | +4.9% |
| 3M | -16.4% | +25.2% | -41.6% | -22.2% |
| 6M | -14.6% | +89.7% | -104.3% | -30.3% |
| YTD | -61.9% | +35.5% | -97.4% | -66.3% |
| 1Y | -65.0% | +1.8% | -66.9% | -67.0% |
| All | -44.7% | +81.4% | -126.1% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling