-43.6%
FLUT vs VYM
+65.1%
-108.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.1% |
| 7D | +0.4% | -0.8% | +1.2% | +1.4% |
| 30D | +2.5% | -2.2% | +4.8% | +5.2% |
| 3M | -9.2% | +3.1% | -12.3% | -12.3% |
| 6M | -8.2% | +9.7% | -18.0% | -17.8% |
| YTD | -53.2% | +14.9% | -68.1% | -60.5% |
| 1Y | -65.6% | +17.6% | -83.1% | -71.7% |
| 3Y | -43.6% | +65.3% | -108.9% | -70.7% |
| All | -43.6% | +65.1% | -108.6% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling