-9.3%
FLUT vs VIAV
+419.4%
-428.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.6% |
| 7D | +0.4% | +11.2% | -10.7% | -0.5% |
| 30D | +2.5% | -10.1% | +12.6% | +3.3% |
| 3M | -9.2% | -22.9% | +13.6% | -7.8% |
| 6M | -8.2% | +28.8% | -37.0% | -14.3% |
| YTD | -53.2% | +117.5% | -170.7% | -60.0% |
| 1Y | -65.6% | +216.1% | -281.6% | -72.4% |
| 3Y | -43.6% | +292.2% | -335.8% | -57.1% |
| 5Y | -50.3% | +141.0% | -191.3% | -60.3% |
| All | -9.3% | +419.4% | -428.7% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling