+146.4%
VXUS vs FLUT
-9.2%
+155.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +1.6% | +3.8% | -2.2% | +1.2% |
| 30D | +1.0% | +6.3% | -5.3% | +0.3% |
| 3M | +5.7% | -4.0% | +9.7% | +5.6% |
| 6M | +13.6% | -10.3% | +23.9% | +14.1% |
| YTD | +17.4% | -53.2% | +70.6% | +25.5% |
| 1Y | +25.1% | -65.0% | +90.1% | +37.4% |
| 3Y | +75.8% | -43.9% | +119.7% | +82.0% |
| 5Y | +55.4% | -49.2% | +104.6% | +56.8% |
| 10Y | +146.4% | -9.2% | +155.6% | +143.8% |
| All | +146.4% | -9.2% | +155.6% | +143.8% |
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