-51.8%
FLUT vs VCIT
+3.2%
-55.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -6.5% | +0.7% | -7.2% | -7.2% |
| 30D | +2.8% | +1.8% | +1.0% | +0.7% |
| 3M | -13.5% | -1.6% | -11.9% | -11.9% |
| 6M | -19.0% | -2.1% | -16.9% | -17.0% |
| YTD | -61.9% | -1.6% | -60.3% | -61.2% |
| 1Y | -63.2% | -0.8% | -62.4% | -62.9% |
| 3Y | -46.0% | +19.9% | -66.0% | -56.6% |
| 5Y | -51.8% | +3.3% | -55.1% | -61.5% |
| All | -51.8% | +3.2% | -55.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling