-66.0%
FLUT vs VMC
-15.3%
-50.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.4% |
| 7D | -2.6% | -5.3% | +2.7% | -1.0% |
| 30D | +5.4% | -12.3% | +17.6% | +9.3% |
| 3M | -10.8% | -10.3% | -0.5% | -8.3% |
| 6M | -9.2% | -8.6% | -0.7% | -8.0% |
| YTD | -53.8% | -11.9% | -41.9% | -55.3% |
| 1Y | -66.0% | -13.9% | -52.1% | -66.3% |
| All | -66.0% | -15.3% | -50.7% | -66.3% |
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