+65.8%
IEFA vs FLUT
-45.9%
+111.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +1.1% | +9.3% | -8.2% | +0.2% |
| 3M | -4.3% | -17.5% | +13.2% | -2.8% |
| 6M | +1.4% | -14.6% | +16.0% | +1.9% |
| YTD | +10.1% | -62.3% | +72.4% | +21.9% |
| 1Y | +12.9% | -59.6% | +72.5% | +23.8% |
| 3Y | +65.8% | -45.3% | +111.1% | +75.5% |
| All | +65.8% | -45.9% | +111.7% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling