+217.5%
IEFA vs FLUT
+42.8%
+174.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +0.6% | -1.6% | +2.2% | +0.7% |
| 30D | +1.0% | +7.7% | -6.7% | +0.4% |
| 3M | +4.7% | -0.7% | +5.4% | +4.4% |
| 6M | +8.6% | -11.2% | +19.7% | +9.1% |
| YTD | +14.8% | -53.4% | +68.3% | +21.4% |
| 1Y | +22.6% | -65.8% | +88.4% | +32.7% |
| 3Y | +67.0% | -44.9% | +111.9% | +72.3% |
| 5Y | +52.3% | -49.7% | +102.0% | +53.7% |
| 10Y | +147.3% | -9.7% | +157.1% | +147.0% |
| All | +217.5% | +42.8% | +174.7% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling