-11.0%
FLUT vs VIG
+247.5%
-258.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -3.6% | -2.2% | -1.4% | -2.5% |
| 30D | -0.3% | -3.2% | +2.9% | +1.3% |
| 3M | -12.6% | +3.0% | -15.7% | -13.9% |
| 6M | -8.0% | +8.1% | -16.1% | -11.6% |
| YTD | -54.1% | +9.1% | -63.2% | -56.1% |
| 1Y | -66.1% | +12.6% | -78.7% | -68.0% |
| 3Y | -45.0% | +55.4% | -100.4% | -54.4% |
| 5Y | -51.2% | +62.8% | -114.0% | -60.4% |
| All | -11.0% | +247.5% | -258.5% | -28.9% |
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