-11.0%
FLUT vs VEU
+152.3%
-163.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -3.6% | -1.9% | -1.7% | -2.6% |
| 30D | -0.3% | -0.7% | +0.4% | +0.1% |
| 3M | -12.6% | +4.9% | -17.5% | -15.3% |
| 6M | -8.0% | +9.8% | -17.8% | -13.4% |
| YTD | -54.1% | +15.3% | -69.4% | -58.2% |
| 1Y | -66.1% | +23.0% | -89.1% | -70.2% |
| 3Y | -45.0% | +73.5% | -118.5% | -59.8% |
| 5Y | -51.2% | +54.5% | -105.7% | -63.5% |
| All | -11.0% | +152.3% | -163.3% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling