-25.6%
FLUT vs VT
+217.6%
-243.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -1.5% | -0.1% | -1.3% | -1.6% |
| 30D | +3.4% | -3.1% | +6.5% | +5.0% |
| 3M | -12.5% | -3.5% | -9.0% | -10.9% |
| 6M | -18.5% | +0.5% | -18.9% | -19.2% |
| YTD | -61.6% | +10.8% | -72.4% | -64.1% |
| 1Y | -64.1% | +11.9% | -76.0% | -66.6% |
| 3Y | -44.5% | +73.0% | -117.4% | -58.5% |
| 5Y | -51.3% | +58.6% | -109.9% | -63.3% |
| 10Y | -25.6% | +219.2% | -244.8% | -46.8% |
| All | -25.6% | +217.6% | -243.2% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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