+63.9%
VWO vs FLUT
-42.9%
+106.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.2% | -2.6% | +2.8% | +0.4% |
| 30D | +0.9% | +5.4% | -4.5% | +0.3% |
| 3M | +4.3% | -10.8% | +15.0% | +5.0% |
| 6M | +10.5% | -9.2% | +19.8% | +10.9% |
| YTD | +13.4% | -53.8% | +67.2% | +22.3% |
| 1Y | +18.6% | -66.0% | +84.5% | +32.2% |
| All | +63.9% | -42.9% | +106.8% | +69.9% |
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 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