+22.6%
FLUD vs VT
+125.9%
-103.2%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.2% |
| 7D | +0.2% | -0.7% | +0.9% | +0.2% |
| 30D | +0.5% | -1.7% | +2.2% | +0.5% |
| 3M | +0.9% | -2.3% | +3.2% | +0.9% |
| 6M | +2.0% | +1.5% | +0.5% | +2.0% |
| YTD | +3.1% | +12.0% | -8.9% | +3.1% |
| 1Y | +3.7% | +12.9% | -9.2% | +3.7% |
| 3Y | +15.8% | +74.9% | -59.1% | +15.8% |
| 5Y | +21.5% | +59.9% | -38.4% | +21.4% |
| All | +22.6% | +125.9% | -103.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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