-22.9%
FLUT vs VIG
+264.3%
-287.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | +4.5% | -0.3% | +4.9% | +4.6% |
| 30D | +9.2% | +4.9% | +4.3% | +6.5% |
| 3M | -13.7% | +2.9% | -16.6% | -15.0% |
| 6M | -9.0% | +11.2% | -20.2% | -13.9% |
| YTD | -60.2% | +16.0% | -76.2% | -63.2% |
| 1Y | -63.1% | +17.0% | -80.1% | -65.9% |
| 3Y | -42.5% | +66.9% | -109.3% | -54.0% |
| 5Y | -47.6% | +65.8% | -113.4% | -58.5% |
| 10Y | -22.9% | +263.6% | -286.5% | -43.6% |
| All | -22.9% | +264.3% | -287.2% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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