+161.1%
VEA vs FLUT
-9.3%
+170.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -0.8% | +2.5% | -3.4% | -1.2% |
| 3M | +2.5% | -9.2% | +11.7% | +3.1% |
| 6M | +11.1% | -8.2% | +19.4% | +11.4% |
| YTD | +17.2% | -53.2% | +70.4% | +25.7% |
| 1Y | +24.5% | -65.6% | +90.1% | +37.7% |
| 3Y | +75.4% | -43.6% | +119.0% | +81.8% |
| 5Y | +61.1% | -50.3% | +111.4% | +62.8% |
| All | +161.1% | -9.3% | +170.4% | +158.2% |
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