-25.6%
FLUT vs VSH
+117.5%
-143.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -1.5% | -1.6% | +0.1% | -1.6% |
| 30D | +3.4% | -21.3% | +24.7% | +5.8% |
| 3M | -12.5% | -18.9% | +6.4% | -11.2% |
| 6M | -18.5% | -21.4% | +3.0% | -19.5% |
| YTD | -61.6% | +86.8% | -148.5% | -67.6% |
| 1Y | -64.1% | +85.8% | -149.9% | -69.7% |
| 3Y | -44.5% | +30.1% | -74.6% | -51.9% |
| 5Y | -51.3% | +42.8% | -94.1% | -58.4% |
| 10Y | -25.6% | +121.2% | -146.8% | -39.8% |
| All | -25.6% | +117.5% | -143.1% | -39.8% |
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