-26.3%
FLUT vs VCIT
+28.8%
-55.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +7.7% | +1.9% | +5.8% | +6.3% |
| 3M | -12.2% | -1.4% | -10.7% | -11.3% |
| 6M | -17.6% | -2.1% | -15.4% | -16.3% |
| YTD | -62.0% | -1.6% | -60.4% | -61.6% |
| 1Y | -62.3% | -0.9% | -61.4% | -62.0% |
| 3Y | -52.0% | +20.0% | -71.9% | -57.4% |
| 5Y | -51.8% | +3.1% | -54.9% | -55.9% |
| All | -26.3% | +28.8% | -55.1% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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