-45.3%
FLUT vs ITOT
+77.6%
-122.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -0.7% | +2.5% | -3.2% | -3.0% |
| 30D | +9.3% | -1.7% | +10.9% | +10.5% |
| 3M | -17.5% | -3.4% | -14.1% | -15.1% |
| 6M | -14.6% | +2.1% | -16.7% | -17.5% |
| YTD | -62.3% | +11.5% | -73.8% | -67.0% |
| 1Y | -59.6% | +13.6% | -73.3% | -65.5% |
| 3Y | -45.3% | +77.2% | -122.5% | -74.1% |
| All | -45.3% | +77.6% | -122.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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