-43.9%
FLUT vs VCLT
+12.2%
-56.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | +6.3% | -0.6% | +6.9% | +6.6% |
| 3M | -4.0% | -2.2% | -1.8% | -2.8% |
| 6M | -10.3% | -2.9% | -7.4% | -8.8% |
| YTD | -53.2% | -2.1% | -51.1% | -52.7% |
| 1Y | -65.0% | -2.6% | -62.5% | -64.5% |
| 3Y | -43.9% | +12.5% | -56.4% | -50.3% |
| All | -43.9% | +12.2% | -56.1% | -50.3% |
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