+183.8%
VXUS vs FLUT
+165.1%
+18.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | +3.0% | -0.7% | +3.7% | +2.7% |
| 6M | +10.7% | -11.2% | +21.8% | +11.1% |
| YTD | +17.8% | -53.4% | +71.3% | +23.8% |
| 1Y | +27.6% | -65.8% | +93.3% | +36.9% |
| 3Y | +73.3% | -44.9% | +118.2% | +78.3% |
| 5Y | +54.3% | -49.7% | +104.0% | +55.8% |
| 10Y | +149.8% | -9.7% | +159.5% | +149.3% |
| All | +183.8% | +165.1% | +18.7% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling