+158.3%
VEA vs FLUT
+155.8%
+2.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +1.8% | -1.2% | +3.0% | +1.9% |
| 30D | -0.9% | +5.0% | -5.9% | -1.3% |
| 3M | -5.0% | -16.4% | +11.4% | -4.1% |
| 6M | 0.0% | -14.6% | +14.6% | +0.6% |
| YTD | +12.2% | -61.9% | +74.1% | +19.0% |
| 1Y | +14.7% | -65.0% | +79.8% | +22.4% |
| 3Y | +73.2% | -44.8% | +118.0% | +77.9% |
| 5Y | +53.7% | -49.9% | +103.6% | +56.5% |
| 10Y | +159.3% | -26.1% | +185.3% | +157.8% |
| All | +158.3% | +155.8% | +2.5% | +153.0% |
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