-45.3%
FLUT vs VTR
+130.0%
-175.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +9.3% | +5.5% | +3.8% | +8.6% |
| 3M | -17.5% | -0.9% | -16.6% | -17.5% |
| 6M | -14.6% | -0.4% | -14.2% | -14.9% |
| YTD | -62.3% | +17.0% | -79.3% | -63.2% |
| 1Y | -59.6% | +18.0% | -77.6% | -60.7% |
| 3Y | -45.3% | +127.4% | -172.7% | -52.3% |
| All | -45.3% | +130.0% | -175.3% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling