-45.3%
FLUT vs VIAV
+295.9%
-341.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -1.0% |
| 7D | -0.7% | +7.9% | -8.6% | -0.7% |
| 30D | +9.3% | -20.3% | +29.6% | +9.8% |
| 3M | -17.5% | -28.5% | +11.1% | -16.9% |
| 6M | -14.6% | -42.7% | +28.1% | -13.0% |
| YTD | -62.3% | +72.4% | -134.7% | -67.6% |
| 1Y | -59.6% | +81.5% | -141.1% | -65.7% |
| 3Y | -45.3% | +293.8% | -339.1% | -60.8% |
| All | -45.3% | +295.9% | -341.2% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling