-43.9%
FLUT vs VIG
+57.1%
-101.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.5% |
| 7D | +3.8% | -0.4% | +4.2% | +4.3% |
| 30D | +6.3% | -2.1% | +8.4% | +9.1% |
| 3M | -4.0% | +3.3% | -7.4% | -8.0% |
| 6M | -10.3% | +9.3% | -19.6% | -20.0% |
| YTD | -53.2% | +10.1% | -63.3% | -58.7% |
| 1Y | -65.0% | +14.7% | -79.8% | -70.7% |
| 3Y | -43.9% | +56.9% | -100.8% | -70.7% |
| All | -43.9% | +57.1% | -101.0% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling