-26.1%
FLUT vs VT
+222.7%
-248.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -1.2% | +2.9% | -4.1% | -2.8% |
| 30D | +5.0% | -2.5% | +7.5% | +6.3% |
| 3M | -16.4% | -3.3% | -13.1% | -15.0% |
| 6M | -14.6% | +1.5% | -16.1% | -15.8% |
| YTD | -61.9% | +11.4% | -73.2% | -64.5% |
| 1Y | -65.0% | +11.9% | -76.9% | -67.5% |
| 3Y | -44.8% | +73.9% | -118.7% | -58.9% |
| 5Y | -49.9% | +57.9% | -107.8% | -62.3% |
| All | -26.1% | +222.7% | -248.8% | -48.0% |
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