-51.2%
FLUT vs VIAV
+128.3%
-179.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | -0.2% |
| 7D | -3.6% | +11.2% | -14.8% | -4.8% |
| 30D | -0.3% | -2.6% | +2.3% | -0.5% |
| 3M | -12.6% | -20.1% | +7.5% | -11.4% |
| 6M | -8.0% | +25.8% | -33.8% | -16.8% |
| YTD | -54.1% | +109.9% | -164.0% | -63.9% |
| 1Y | -66.1% | +214.3% | -280.4% | -76.2% |
| 3Y | -45.0% | +281.6% | -326.7% | -64.9% |
| 5Y | -51.2% | +132.6% | -183.8% | -62.3% |
| All | -51.2% | +128.3% | -179.6% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling