+1.0%
FLUT vs VEEV
+693.5%
-692.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | -17.5% | +19.4% | -36.8% | -19.3% |
| 6M | -14.6% | +93.6% | -108.2% | -20.9% |
| YTD | -62.3% | +35.1% | -97.3% | -63.8% |
| 1Y | -59.6% | +3.4% | -63.0% | -60.4% |
| 3Y | -45.3% | +81.4% | -126.7% | -49.1% |
| 5Y | -50.4% | -5.1% | -45.3% | -53.5% |
| 10Y | -26.8% | +661.2% | -688.1% | -26.9% |
| All | +1.0% | +693.5% | -692.5% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling