+224.0%
FLUT vs VCLT
+103.4%
+120.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +7.7% | -0.9% | +8.6% | +7.9% |
| 3M | -0.7% | -3.2% | +2.5% | -0.1% |
| 6M | -11.2% | -3.8% | -7.3% | -10.5% |
| YTD | -53.4% | -2.0% | -51.4% | -53.3% |
| 1Y | -65.8% | -0.8% | -65.0% | -65.7% |
| 3Y | -44.9% | +12.3% | -57.2% | -45.9% |
| 5Y | -49.7% | -15.4% | -34.3% | -51.3% |
| 10Y | -9.7% | +15.7% | -25.5% | -8.6% |
| All | +224.0% | +103.4% | +120.6% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling