+1,658.1%
FLUT vs VSH
+344.7%
+1,313.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.3% | -1.9% |
| 7D | -1.1% | -12.9% | +11.9% | -0.3% |
| 30D | +7.7% | -36.9% | +44.6% | +11.0% |
| 3M | -12.2% | -28.8% | +16.6% | -10.6% |
| 6M | -17.6% | -30.3% | +12.7% | -17.1% |
| YTD | -62.0% | +62.4% | -124.4% | -64.6% |
| 1Y | -62.3% | +62.5% | -124.8% | -64.9% |
| 3Y | -52.0% | +7.4% | -59.3% | -54.5% |
| 5Y | -51.8% | +25.4% | -77.2% | -54.8% |
| 10Y | -26.3% | +102.6% | -129.0% | -32.6% |
| All | +1,658.1% | +344.7% | +1,313.4% | +1,436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling