-65.6%
FLUT vs VTR
+33.3%
-98.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.8% |
| 7D | +0.4% | -0.3% | +0.8% | +0.4% |
| 30D | +2.5% | +1.1% | +1.4% | +2.7% |
| 3M | -9.2% | +7.9% | -17.1% | -8.0% |
| 6M | -8.2% | +6.2% | -14.4% | -7.9% |
| YTD | -53.2% | +17.7% | -71.0% | -51.1% |
| 1Y | -65.6% | +32.9% | -98.5% | -62.1% |
| All | -65.6% | +33.3% | -98.8% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling