-51.8%
FLUT vs VMC
+43.6%
-95.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.9% |
| 7D | -6.5% | +0.3% | -6.8% | -6.8% |
| 30D | +2.8% | +18.6% | -15.8% | -5.6% |
| 3M | -13.5% | +2.0% | -15.5% | -14.5% |
| 6M | -19.0% | +2.6% | -21.6% | -20.8% |
| YTD | -61.9% | +2.3% | -64.1% | -63.3% |
| 1Y | -63.2% | +1.7% | -64.9% | -64.4% |
| 3Y | -46.0% | +41.7% | -87.7% | -56.7% |
| 5Y | -51.8% | +46.6% | -98.4% | -64.2% |
| All | -51.8% | +43.6% | -95.3% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling