-49.2%
FLUT vs VSH
+65.5%
-114.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +3.8% | +6.2% | -2.4% | +2.5% |
| 30D | +6.3% | -11.1% | +17.4% | +8.6% |
| 3M | -4.0% | -44.9% | +40.9% | +6.8% |
| 6M | -10.3% | +90.0% | -100.2% | -32.2% |
| YTD | -53.2% | +118.8% | -172.0% | -66.5% |
| 1Y | -65.0% | +109.0% | -174.0% | -74.8% |
| 3Y | -43.9% | +35.6% | -79.5% | -54.7% |
| 5Y | -49.2% | +66.7% | -116.0% | -63.7% |
| All | -49.2% | +65.5% | -114.8% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling