+113.0%
VWO vs FLUT
-9.3%
+122.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | -0.1% | +2.5% | -2.6% | -0.4% |
| 3M | +2.2% | -9.2% | +11.5% | +2.8% |
| 6M | +8.8% | -8.2% | +17.0% | +9.0% |
| YTD | +12.4% | -53.2% | +65.6% | +19.2% |
| 1Y | +15.6% | -65.6% | +81.2% | +25.7% |
| 3Y | +62.5% | -43.6% | +106.1% | +67.6% |
| 5Y | +34.3% | -50.3% | +84.6% | +35.6% |
| All | +113.0% | -9.3% | +122.3% | +114.3% |
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 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