+212.4%
FLUT vs VT
+374.2%
-161.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.4% | -2.1% | -1.8% |
| 30D | +7.7% | +1.0% | +6.8% | +7.4% |
| 3M | -0.7% | +2.4% | -3.1% | -1.6% |
| 6M | -11.2% | +12.0% | -23.2% | -14.5% |
| YTD | -53.4% | +15.3% | -68.8% | -55.6% |
| 1Y | -65.8% | +22.6% | -88.3% | -67.9% |
| 3Y | -44.9% | +74.7% | -119.6% | -53.1% |
| 5Y | -49.7% | +66.1% | -115.8% | -56.9% |
| 10Y | -9.7% | +225.0% | -234.7% | -30.1% |
| All | +212.4% | +374.2% | -161.8% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling