+2,067.0%
FLUT vs VIAV
+392.2%
+1,674.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | +0.3% |
| 7D | +3.8% | +11.3% | -7.5% | +3.5% |
| 30D | +6.3% | -1.0% | +7.3% | +6.2% |
| 3M | -4.0% | -20.5% | +16.5% | -3.7% |
| 6M | -10.3% | +39.0% | -49.3% | -12.1% |
| YTD | -53.2% | +117.5% | -170.6% | -55.0% |
| 1Y | -65.0% | +233.8% | -298.8% | -66.9% |
| 3Y | -43.9% | +295.4% | -339.3% | -47.5% |
| 5Y | -49.2% | +134.3% | -183.5% | -52.0% |
| 10Y | -9.2% | +398.7% | -407.9% | -14.5% |
| All | +2,067.0% | +392.2% | +1,674.7% | +1,944.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling