-10.4%
FLUT vs VFC
-69.4%
+59.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | -2.6% | -2.3% | -0.3% | -2.3% |
| 30D | +5.4% | -13.4% | +18.7% | +7.7% |
| 3M | -10.8% | -23.7% | +12.9% | -7.4% |
| 6M | -9.2% | -24.5% | +15.2% | -5.9% |
| YTD | -53.8% | -27.8% | -26.0% | -51.9% |
| 1Y | -66.0% | -13.5% | -52.5% | -65.6% |
| 3Y | -44.7% | -27.1% | -17.6% | -45.6% |
| 5Y | -50.6% | -79.0% | +28.4% | -45.9% |
| 10Y | -10.4% | -68.7% | +58.3% | -0.2% |
| All | -10.4% | -69.4% | +59.0% | -0.2% |
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