+76.4%
VXUS vs FLUT
-41.5%
+117.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +1.0% | -1.6% | +2.7% | +1.1% |
| 30D | +2.2% | +7.7% | -5.6% | +1.4% |
| 3M | +3.0% | -0.7% | +3.7% | +2.5% |
| 6M | +10.7% | -11.2% | +21.8% | +11.3% |
| YTD | +17.8% | -53.4% | +71.3% | +28.1% |
| 1Y | +27.6% | -65.8% | +93.3% | +43.9% |
| All | +76.4% | -41.5% | +117.9% | +83.0% |
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