-25.6%
FLUT vs VFC
-46.8%
+21.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.5% | +3.5% | -5.0% | -2.0% |
| 30D | +3.4% | +38.3% | -34.8% | -1.6% |
| 3M | -12.5% | +40.2% | -52.6% | -17.0% |
| 6M | -18.5% | +10.6% | -29.1% | -20.2% |
| YTD | -61.6% | +16.7% | -78.4% | -62.9% |
| 1Y | -64.1% | +45.0% | -109.1% | -66.4% |
| 3Y | -44.5% | +48.8% | -93.2% | -50.4% |
| 5Y | -51.3% | -67.6% | +16.3% | -50.3% |
| 10Y | -25.6% | -47.5% | +22.0% | -23.5% |
| All | -25.6% | -46.8% | +21.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling