+68.0%
VXUS vs FLUT
-45.9%
+113.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | -1.1% | +9.3% | -10.4% | -1.9% |
| 3M | -5.6% | -17.5% | +11.9% | -4.3% |
| 6M | -2.3% | -14.6% | +12.4% | -1.8% |
| YTD | +10.4% | -62.3% | +72.6% | +21.7% |
| 1Y | +13.1% | -59.6% | +72.7% | +23.5% |
| 3Y | +68.0% | -45.3% | +113.3% | +77.8% |
| All | +68.0% | -45.9% | +113.9% | +77.8% |
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 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