+79.3%
VEA vs FLUT
-42.5%
+121.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.9% | +3.8% | -2.0% | +1.5% |
| 30D | +0.8% | +6.3% | -5.5% | +0.1% |
| 3M | +5.7% | -4.0% | +9.7% | +5.6% |
| 6M | +13.3% | -10.3% | +23.6% | +13.9% |
| YTD | +18.4% | -53.2% | +71.6% | +29.2% |
| 1Y | +27.0% | -65.0% | +92.0% | +43.9% |
| 3Y | +79.3% | -43.9% | +123.2% | +86.8% |
| All | +79.3% | -42.5% | +121.8% | +86.8% |
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