-10.4%
FLUT vs VMC
+146.8%
-157.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.7% |
| 7D | -2.6% | -5.3% | +2.7% | -1.5% |
| 30D | +5.4% | -12.3% | +17.6% | +8.3% |
| 3M | -10.8% | -10.3% | -0.5% | -8.9% |
| 6M | -9.2% | -8.6% | -0.7% | -7.8% |
| YTD | -53.8% | -11.9% | -41.9% | -52.9% |
| 1Y | -66.0% | -13.9% | -52.1% | -65.1% |
| 3Y | -44.7% | +18.2% | -62.8% | -46.3% |
| 5Y | -50.6% | +47.7% | -98.3% | -53.7% |
| 10Y | -10.4% | +152.5% | -162.9% | -18.6% |
| All | -10.4% | +146.8% | -157.2% | -18.6% |
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