+162.6%
FLUT vs VCLT
+98.6%
+63.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.7% | -2.3% | +1.6% | -0.3% |
| 30D | +9.3% | +0.8% | +8.5% | +9.1% |
| 3M | -17.5% | -2.7% | -14.8% | -17.0% |
| 6M | -14.6% | -4.3% | -10.3% | -13.9% |
| YTD | -62.3% | -4.3% | -58.0% | -62.0% |
| 1Y | -59.6% | -4.4% | -55.3% | -59.3% |
| 3Y | -45.3% | +13.8% | -59.1% | -46.3% |
| 5Y | -50.4% | -17.0% | -33.5% | -51.8% |
| 10Y | -26.8% | +20.9% | -47.8% | -24.9% |
| All | +162.6% | +98.6% | +63.9% | +186.5% |
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