+2,054.3%
FLUT vs VTR
+1,699.5%
+354.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -1.6% | -1.7% | 0.0% | -1.5% |
| 30D | +7.7% | -2.4% | +10.2% | +7.9% |
| 3M | -0.7% | +14.8% | -15.5% | -1.5% |
| 6M | -11.2% | +5.3% | -16.5% | -11.5% |
| YTD | -53.4% | +18.1% | -71.5% | -53.9% |
| 1Y | -65.8% | +36.7% | -102.5% | -66.4% |
| 3Y | -44.9% | +130.1% | -175.0% | -47.6% |
| 5Y | -49.7% | +89.5% | -139.2% | -51.9% |
| 10Y | -9.7% | +87.4% | -97.1% | -13.7% |
| All | +2,054.3% | +1,699.5% | +354.8% | +1,749.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling