+1,675.5%
FLUT vs VFC
+390.9%
+1,284.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.5% | +3.5% | -5.0% | -1.9% |
| 30D | +3.4% | +38.3% | -34.8% | -0.5% |
| 3M | -12.5% | +40.2% | -52.6% | -16.0% |
| 6M | -18.5% | +10.6% | -29.1% | -19.8% |
| YTD | -61.6% | +16.7% | -78.4% | -62.6% |
| 1Y | -64.1% | +45.0% | -109.1% | -65.9% |
| 3Y | -44.5% | +48.8% | -93.2% | -48.9% |
| 5Y | -51.3% | -67.6% | +16.3% | -50.6% |
| 10Y | -25.6% | -47.5% | +22.0% | -27.2% |
| All | +1,675.5% | +390.9% | +1,284.6% | +1,250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling