-47.6%
FLUT vs VIG
+65.3%
-112.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.8% |
| 7D | +4.5% | -0.3% | +4.9% | +4.7% |
| 30D | +9.2% | +4.9% | +4.3% | +3.3% |
| 3M | -13.7% | +2.9% | -16.6% | -16.6% |
| 6M | -9.0% | +11.2% | -20.2% | -19.6% |
| YTD | -60.2% | +16.0% | -76.2% | -66.5% |
| 1Y | -63.1% | +17.0% | -80.1% | -69.2% |
| 3Y | -42.5% | +66.9% | -109.3% | -67.2% |
| 5Y | -47.6% | +65.8% | -113.4% | -71.0% |
| All | -47.6% | +65.3% | -112.8% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling