-9.3%
FLUT vs VTR
+99.2%
-108.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +0.4% | -0.3% | +0.8% | +0.5% |
| 30D | +2.5% | +1.1% | +1.4% | +2.5% |
| 3M | -9.2% | +7.9% | -17.1% | -9.8% |
| 6M | -8.2% | +6.2% | -14.4% | -8.7% |
| YTD | -53.2% | +17.7% | -71.0% | -53.9% |
| 1Y | -65.6% | +32.9% | -98.5% | -66.4% |
| 3Y | -43.6% | +129.7% | -173.3% | -47.0% |
| 5Y | -50.3% | +89.3% | -139.6% | -53.2% |
| All | -9.3% | +99.2% | -108.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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