-25.6%
FLUT vs VMC
+136.9%
-162.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +3.4% | +17.7% | -14.3% | -0.2% |
| 3M | -12.5% | +1.1% | -13.5% | -12.7% |
| 6M | -18.5% | +1.8% | -20.3% | -19.1% |
| YTD | -61.6% | +1.5% | -63.1% | -62.1% |
| 1Y | -64.1% | -1.1% | -63.0% | -64.3% |
| 3Y | -44.5% | +38.8% | -83.2% | -48.0% |
| 5Y | -51.3% | +49.6% | -100.8% | -55.5% |
| 10Y | -25.6% | +130.6% | -156.2% | -35.1% |
| All | -25.6% | +136.9% | -162.4% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling