+144.6%
IEFA vs FLUT
-9.3%
+153.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -1.5% | +2.5% | -4.0% | -1.8% |
| 3M | +3.4% | -9.2% | +12.7% | +4.0% |
| 6M | +9.5% | -8.2% | +17.7% | +9.8% |
| YTD | +13.0% | -53.2% | +66.3% | +21.4% |
| 1Y | +18.0% | -65.6% | +83.6% | +30.7% |
| 3Y | +65.4% | -43.6% | +108.9% | +71.4% |
| 5Y | +51.6% | -50.3% | +101.9% | +53.2% |
| All | +144.6% | -9.3% | +153.9% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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