-65.5%
FLUT vs VFC
-13.3%
-52.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.0% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | +6.3% | -11.9% | +18.2% | +9.3% |
| 3M | -4.0% | -20.2% | +16.1% | 0.0% |
| 6M | -10.3% | -23.0% | +12.7% | -6.6% |
| YTD | -53.2% | -26.2% | -27.0% | -50.6% |
| All | -65.5% | -13.3% | -52.2% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling