+224.0%
FLUT vs VCIT
+98.3%
+125.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +7.7% | -0.8% | +8.5% | +8.1% |
| 3M | -0.7% | -1.0% | +0.3% | -0.2% |
| 6M | -11.2% | -1.8% | -9.3% | -10.4% |
| YTD | -53.4% | -0.7% | -52.7% | -53.3% |
| 1Y | -65.8% | +1.0% | -66.7% | -65.9% |
| 3Y | -44.9% | +18.8% | -63.8% | -48.7% |
| 5Y | -49.7% | +3.5% | -53.2% | -53.2% |
| 10Y | -9.7% | +29.2% | -38.9% | -15.2% |
| All | +224.0% | +98.3% | +125.7% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling