-64.1%
FLUT vs VFC
+41.4%
-105.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.5% | +3.5% | -5.0% | -2.3% |
| 30D | +3.4% | +38.3% | -34.8% | -4.4% |
| 3M | -12.5% | +40.2% | -52.6% | -19.4% |
| 6M | -18.5% | +10.6% | -29.1% | -21.0% |
| YTD | -61.6% | +16.7% | -78.4% | -63.7% |
| 1Y | -64.1% | +45.0% | -109.1% | -67.4% |
| All | -64.1% | +41.4% | -105.5% | -67.4% |
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