+24.6%
FLUT vs VEEV
+623.9%
-599.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.8% |
| 7D | -1.6% | -0.6% | -1.1% | -1.6% |
| 30D | +7.7% | +28.8% | -21.1% | +4.5% |
| 3M | -0.7% | +54.0% | -54.7% | -5.7% |
| 6M | -11.2% | +46.0% | -57.1% | -15.3% |
| YTD | -53.4% | +23.2% | -76.7% | -54.9% |
| 1Y | -65.8% | +1.9% | -67.6% | -66.3% |
| 3Y | -44.9% | +27.0% | -72.0% | -47.2% |
| 5Y | -49.7% | -13.4% | -36.3% | -52.3% |
| 10Y | -9.7% | +575.2% | -584.9% | -8.9% |
| All | +24.6% | +623.9% | -599.3% | +32.8% |
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