-44.7%
FLUT vs VEU
+70.3%
-115.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | -1.2% | +2.4% | -3.6% | -2.5% |
| 30D | +5.0% | -2.0% | +7.0% | +6.1% |
| 3M | -16.4% | -5.1% | -11.3% | -13.8% |
| 6M | -14.6% | -0.7% | -13.9% | -15.2% |
| YTD | -61.9% | +11.0% | -72.9% | -66.2% |
| 1Y | -65.0% | +12.4% | -77.4% | -69.3% |
| All | -44.7% | +70.3% | -115.0% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling