-26.8%
FLUT vs VSH
+115.4%
-142.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.5% |
| 7D | -0.7% | +14.3% | -15.0% | -2.3% |
| 30D | +9.3% | -7.9% | +17.1% | +9.5% |
| 3M | -17.5% | -19.9% | +2.4% | -16.2% |
| 6M | -14.6% | -30.5% | +15.9% | -13.8% |
| YTD | -62.3% | +85.7% | -147.9% | -68.1% |
| 1Y | -59.6% | +98.9% | -158.6% | -66.3% |
| 3Y | -45.3% | +32.1% | -77.4% | -52.7% |
| 5Y | -50.4% | +39.7% | -90.1% | -57.6% |
| All | -26.8% | +115.4% | -142.2% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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