-50.6%
FLUT vs VEEV
-15.0%
-35.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.9% |
| 7D | -2.6% | -7.1% | +4.5% | -0.4% |
| 30D | +5.4% | +11.1% | -5.8% | +1.0% |
| 3M | -10.8% | +55.5% | -66.3% | -23.6% |
| 6M | -9.2% | +33.4% | -42.6% | -18.7% |
| YTD | -53.8% | +16.8% | -70.6% | -57.0% |
| 1Y | -66.0% | -7.7% | -58.2% | -66.1% |
| 3Y | -44.7% | +18.4% | -63.0% | -50.8% |
| 5Y | -50.6% | -14.8% | -35.8% | -52.6% |
| All | -50.6% | -15.0% | -35.5% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling