-42.4%
FLUT vs VCLT
+16.4%
-58.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +4.5% | -0.6% | +5.1% | +4.9% |
| 30D | +9.2% | +2.8% | +6.4% | +7.4% |
| 3M | -13.7% | -0.4% | -13.3% | -13.5% |
| 6M | -9.0% | -3.1% | -5.9% | -7.6% |
| YTD | -60.2% | -2.7% | -57.6% | -59.8% |
| 1Y | -63.1% | -3.7% | -59.5% | -62.4% |
| All | -42.4% | +16.4% | -58.8% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling