-50.6%
FLUT vs VEU
+56.2%
-106.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.6% |
| 7D | -2.6% | +0.3% | -2.9% | -2.9% |
| 30D | +5.4% | +0.7% | +4.7% | +4.8% |
| 3M | -10.8% | +4.7% | -15.4% | -15.5% |
| 6M | -9.2% | +11.6% | -20.9% | -20.6% |
| YTD | -53.8% | +16.8% | -70.6% | -62.0% |
| 1Y | -66.0% | +24.9% | -90.8% | -74.1% |
| 3Y | -44.7% | +75.7% | -120.4% | -72.6% |
| 5Y | -50.6% | +56.1% | -106.7% | -71.2% |
| All | -50.6% | +56.2% | -106.7% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling