+598.7%
FLUT vs VIG
+623.5%
-24.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +7.7% | -1.0% | +8.7% | +8.1% |
| 3M | -0.7% | +2.8% | -3.5% | -1.6% |
| 6M | -11.2% | +8.2% | -19.4% | -13.4% |
| YTD | -53.4% | +11.0% | -64.5% | -55.0% |
| 1Y | -65.8% | +16.1% | -81.9% | -67.3% |
| 3Y | -44.9% | +56.2% | -101.1% | -51.3% |
| 5Y | -49.7% | +63.0% | -112.7% | -56.0% |
| 10Y | -9.7% | +241.4% | -251.1% | -30.0% |
| All | +598.7% | +623.5% | -24.9% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling