-42.4%
FLUT vs VIG
+67.2%
-109.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.7% |
| 7D | +4.5% | -0.3% | +4.9% | +4.7% |
| 30D | +9.2% | +4.9% | +4.3% | +2.7% |
| 3M | -13.7% | +2.9% | -16.6% | -16.8% |
| 6M | -9.0% | +11.2% | -20.2% | -20.6% |
| YTD | -60.2% | +16.0% | -76.2% | -67.2% |
| 1Y | -63.1% | +17.0% | -80.1% | -69.8% |
| All | -42.4% | +67.2% | -109.6% | -71.7% |
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