-63.2%
FLUT vs VIAV
+72.0%
-135.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.5% |
| 7D | +4.2% | -14.7% | +18.9% | +3.4% |
| 30D | +8.0% | -37.4% | +45.4% | +5.8% |
| 3M | -22.1% | -27.1% | +5.1% | -22.9% |
| 6M | -21.7% | -44.0% | +22.3% | -22.4% |
| YTD | -62.0% | +64.9% | -126.8% | -68.3% |
| 1Y | -63.2% | +75.3% | -138.5% | -71.5% |
| All | -63.2% | +72.0% | -135.2% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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