-10.4%
FLUT vs VSH
+172.7%
-183.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -2.6% | +3.5% | -6.1% | -3.1% |
| 30D | +5.4% | -4.4% | +9.7% | +5.8% |
| 3M | -10.8% | -45.8% | +35.1% | -4.3% |
| 6M | -9.2% | +90.1% | -99.4% | -21.7% |
| YTD | -53.8% | +120.3% | -174.1% | -61.3% |
| 1Y | -66.0% | +112.2% | -178.2% | -71.4% |
| 3Y | -44.7% | +36.6% | -81.3% | -51.8% |
| 5Y | -50.6% | +67.0% | -117.6% | -58.2% |
| 10Y | -10.4% | +179.5% | -189.9% | -23.2% |
| All | -10.4% | +172.7% | -183.1% | -23.2% |
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