-49.2%
FLUT vs VMC
+52.4%
-101.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | +3.8% | -0.5% | +4.3% | +4.1% |
| 30D | +6.3% | -9.1% | +15.4% | +11.1% |
| 3M | -4.0% | -4.1% | +0.1% | -2.6% |
| 6M | -10.3% | -5.5% | -4.8% | -8.9% |
| YTD | -53.2% | -8.9% | -44.3% | -52.2% |
| 1Y | -65.0% | -12.9% | -52.1% | -63.5% |
| 3Y | -43.9% | +22.1% | -66.0% | -50.7% |
| 5Y | -49.2% | +52.7% | -102.0% | -60.3% |
| All | -49.2% | +52.4% | -101.7% | -60.3% |
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 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