+173.7%
VEA vs FLUT
+212.4%
-38.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | +1.0% | -1.6% | +2.6% | +1.1% |
| 30D | +1.9% | +7.7% | -5.8% | +1.4% |
| 3M | +3.2% | -0.7% | +3.9% | +3.0% |
| 6M | +10.2% | -11.2% | +21.4% | +10.7% |
| YTD | +18.9% | -53.4% | +72.3% | +24.7% |
| 1Y | +29.3% | -65.8% | +95.1% | +38.3% |
| 3Y | +76.8% | -44.9% | +121.7% | +81.6% |
| 5Y | +61.2% | -49.7% | +110.9% | +63.5% |
| 10Y | +163.3% | -9.7% | +173.0% | +158.7% |
| All | +173.7% | +212.4% | -38.7% | +164.9% |
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