-50.6%
FLUT vs VTR
+88.4%
-139.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | -2.6% | -2.9% | +0.3% | -1.9% |
| 30D | +5.4% | -2.8% | +8.2% | +6.0% |
| 3M | -10.8% | +9.0% | -19.8% | -13.0% |
| 6M | -9.2% | +5.0% | -14.2% | -10.9% |
| YTD | -53.8% | +16.9% | -70.7% | -56.1% |
| 1Y | -66.0% | +34.3% | -100.3% | -69.1% |
| 3Y | -44.7% | +131.6% | -176.2% | -58.5% |
| 5Y | -50.6% | +88.0% | -138.6% | -62.2% |
| All | -50.6% | +88.4% | -139.0% | -62.2% |
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