+1,664.3%
FLUT vs VFC
+394.2%
+1,270.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -6.5% | +7.7% | -14.2% | -7.3% |
| 30D | +2.8% | +39.2% | -36.4% | -1.2% |
| 3M | -13.5% | +40.3% | -53.7% | -16.9% |
| 6M | -19.0% | +11.4% | -30.3% | -20.4% |
| YTD | -61.9% | +17.5% | -79.4% | -62.8% |
| 1Y | -63.2% | +45.9% | -109.1% | -65.1% |
| 3Y | -46.0% | +47.3% | -93.3% | -50.3% |
| 5Y | -51.8% | -67.2% | +15.4% | -51.2% |
| 10Y | -26.1% | -46.1% | +20.0% | -27.8% |
| All | +1,664.3% | +394.2% | +1,270.1% | +1,240.7% |
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