-49.8%
FLUT vs VTR
+92.3%
-142.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +9.3% | +5.5% | +3.8% | +7.8% |
| 3M | -17.5% | -0.9% | -16.6% | -17.4% |
| 6M | -14.6% | -0.4% | -14.2% | -15.0% |
| YTD | -62.3% | +17.0% | -79.3% | -64.2% |
| 1Y | -59.6% | +18.0% | -77.6% | -61.8% |
| 3Y | -45.3% | +127.4% | -172.7% | -59.1% |
| All | -49.8% | +92.3% | -142.1% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling