+168.5%
FLUT vs VCIT
+96.6%
+71.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +4.8% | +0.5% | +4.3% | +4.5% |
| 30D | +8.8% | +2.1% | +6.7% | +7.8% |
| 3M | -10.7% | -1.6% | -9.1% | -10.0% |
| 6M | -19.7% | -1.6% | -18.1% | -19.1% |
| YTD | -61.4% | -1.5% | -59.9% | -61.2% |
| 1Y | -61.6% | -0.4% | -61.2% | -61.5% |
| 3Y | -51.4% | +19.6% | -71.0% | -54.8% |
| 5Y | -51.0% | +3.3% | -54.3% | -54.2% |
| 10Y | -25.2% | +28.9% | -54.1% | -29.4% |
| All | +168.5% | +96.6% | +71.9% | +169.3% |
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 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