+781.5%
FLUT vs VNQ
+392.1%
+389.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.8% | -0.4% | +4.2% | +3.9% |
| 30D | +6.3% | -2.5% | +8.8% | +6.6% |
| 3M | -4.0% | +1.4% | -5.4% | -4.2% |
| 6M | -10.3% | +4.6% | -14.8% | -10.7% |
| YTD | -53.2% | +10.5% | -63.7% | -53.7% |
| 1Y | -65.0% | +8.4% | -73.4% | -65.4% |
| 3Y | -43.9% | +32.4% | -76.3% | -45.5% |
| 5Y | -49.2% | +5.5% | -54.7% | -49.9% |
| 10Y | -9.2% | +59.1% | -68.3% | -12.9% |
| All | +781.5% | +392.1% | +389.4% | +725.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 all: compounded portfolio wealth divided by compounded VNQ 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…
all analysis · Full analysis span regression · 6 months rolling