-63.2%
FLUT vs VMC
+3.7%
-66.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.6% | -6.9% | -3.9% |
| 7D | +4.2% | +12.3% | -8.2% | -0.1% |
| 30D | +8.0% | +21.2% | -13.2% | +1.0% |
| 3M | -22.1% | +4.6% | -26.7% | -23.9% |
| 6M | -21.7% | +3.9% | -25.6% | -23.8% |
| YTD | -62.0% | +5.0% | -66.9% | -66.8% |
| 1Y | -63.2% | +2.6% | -65.8% | -66.8% |
| All | -63.2% | +3.7% | -66.9% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling