+158.9%
FLUT vs VT
+345.0%
-186.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +2.7% |
| 7D | +4.8% | -4.2% | +8.9% | +6.1% |
| 30D | +8.8% | -5.8% | +14.6% | +10.7% |
| 3M | -10.7% | -5.2% | -5.5% | -9.3% |
| 6M | -19.7% | +0.1% | -19.8% | -20.0% |
| YTD | -61.4% | +8.2% | -69.7% | -62.5% |
| 1Y | -61.6% | +10.1% | -71.7% | -62.9% |
| 3Y | -51.4% | +69.7% | -121.1% | -58.2% |
| 5Y | -51.0% | +53.4% | -104.4% | -57.1% |
| 10Y | -25.2% | +219.2% | -244.4% | -41.4% |
| All | +158.9% | +345.0% | -186.1% | +104.7% |
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