+2,054.3%
FLUT vs VSH
+505.5%
+1,548.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.5% |
| 7D | -1.6% | +4.1% | -5.7% | -1.9% |
| 30D | +7.7% | -4.2% | +11.9% | +8.0% |
| 3M | -0.7% | -50.0% | +49.3% | +4.0% |
| 6M | -11.2% | +80.2% | -91.3% | -17.1% |
| YTD | -53.4% | +121.1% | -174.5% | -57.4% |
| 1Y | -65.8% | +112.0% | -177.8% | -68.6% |
| 3Y | -44.9% | +22.5% | -67.5% | -48.1% |
| 5Y | -49.7% | +64.0% | -113.7% | -53.5% |
| 10Y | -9.7% | +170.4% | -180.1% | -18.8% |
| All | +2,054.3% | +505.5% | +1,548.8% | +1,750.5% |
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 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