-51.2%
FLUT vs VYM
+75.8%
-127.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.1% |
| 7D | -3.6% | -1.9% | -1.7% | -1.7% |
| 30D | -0.3% | -2.6% | +2.3% | +2.5% |
| 3M | -12.6% | +3.6% | -16.2% | -15.8% |
| 6M | -8.0% | +8.7% | -16.7% | -15.9% |
| YTD | -54.1% | +14.1% | -68.2% | -60.3% |
| 1Y | -66.1% | +17.8% | -83.9% | -71.6% |
| 3Y | -45.0% | +64.5% | -109.5% | -67.3% |
| 5Y | -51.2% | +77.5% | -128.8% | -72.7% |
| All | -51.2% | +75.8% | -127.0% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling