-9.3%
FLUT vs VYM
+209.2%
-218.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | +2.5% | -2.2% | +4.8% | +3.5% |
| 3M | -9.2% | +3.1% | -12.3% | -10.4% |
| 6M | -8.2% | +9.7% | -18.0% | -11.8% |
| YTD | -53.2% | +14.9% | -68.1% | -55.9% |
| 1Y | -65.6% | +17.6% | -83.1% | -67.8% |
| 3Y | -43.6% | +65.3% | -108.9% | -52.8% |
| 5Y | -50.3% | +78.7% | -129.0% | -58.9% |
| All | -9.3% | +209.2% | -218.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling