+2,037.5%
FLUT vs VTRS
+44.6%
+1,992.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -2.6% | -3.5% | +0.9% | -2.4% |
| 30D | +5.4% | +2.1% | +3.3% | +5.2% |
| 3M | -10.8% | +2.6% | -13.4% | -11.0% |
| 6M | -9.2% | +17.8% | -27.0% | -10.3% |
| YTD | -53.8% | +35.7% | -89.5% | -54.9% |
| 1Y | -66.0% | +63.5% | -129.5% | -67.2% |
| 3Y | -44.7% | +85.1% | -129.8% | -47.4% |
| 5Y | -50.6% | +42.5% | -93.1% | -52.8% |
| 10Y | -10.4% | -48.2% | +37.8% | -11.1% |
| All | +2,037.5% | +44.6% | +1,992.9% | +1,753.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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