+1,791.2%
FLUT vs ITOT
+891.2%
+900.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | +3.8% | +0.7% | +3.2% | +3.6% |
| 30D | +6.3% | -1.1% | +7.4% | +6.7% |
| 3M | -4.0% | +3.9% | -7.9% | -5.2% |
| 6M | -10.3% | +14.7% | -25.0% | -14.0% |
| YTD | -53.2% | +13.3% | -66.5% | -54.9% |
| 1Y | -65.0% | +19.1% | -84.2% | -66.8% |
| 3Y | -43.9% | +77.3% | -121.2% | -51.6% |
| 5Y | -49.2% | +74.1% | -123.3% | -56.3% |
| 10Y | -9.2% | +293.1% | -302.3% | -29.2% |
| All | +1,791.2% | +891.2% | +900.0% | +1,187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling