+2.0%
FLUT vs VEEV
+695.8%
-693.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -1.2% | -2.5% | +1.3% | -0.9% |
| 30D | +5.0% | +0.3% | +4.7% | +5.0% |
| 3M | -16.4% | +25.2% | -41.6% | -18.7% |
| 6M | -14.6% | +89.7% | -104.3% | -20.7% |
| YTD | -61.9% | +35.5% | -97.4% | -63.5% |
| 1Y | -65.0% | +1.8% | -66.9% | -65.6% |
| 3Y | -44.8% | +83.2% | -128.0% | -48.7% |
| 5Y | -49.9% | -4.8% | -45.1% | -53.1% |
| 10Y | -26.1% | +663.5% | -689.6% | -26.1% |
| All | +2.0% | +695.8% | -693.8% | +7.5% |
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