+53.7%
VEA vs FLUT
-49.0%
+102.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.2% |
| 7D | +1.8% | -1.2% | +3.0% | +2.0% |
| 30D | -0.9% | +5.0% | -5.9% | -1.7% |
| 3M | -5.0% | -16.4% | +11.4% | -3.2% |
| 6M | 0.0% | -14.6% | +14.6% | +0.9% |
| YTD | +12.2% | -61.9% | +74.1% | +27.6% |
| 1Y | +14.7% | -65.0% | +79.8% | +32.0% |
| 3Y | +73.2% | -44.8% | +118.0% | +80.1% |
| 5Y | +53.7% | -49.9% | +103.6% | +54.3% |
| All | +53.7% | -49.0% | +102.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling