+459.2%
FLUT vs VYM
+490.3%
-31.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +6.3% | -1.3% | +7.6% | +6.7% |
| 3M | -4.0% | +4.1% | -8.1% | -5.0% |
| 6M | -10.3% | +9.8% | -20.1% | -12.4% |
| YTD | -53.2% | +15.3% | -68.5% | -54.8% |
| 1Y | -65.0% | +20.0% | -85.1% | -66.6% |
| 3Y | -43.9% | +66.2% | -110.1% | -49.8% |
| 5Y | -49.2% | +77.5% | -126.8% | -55.0% |
| 10Y | -9.2% | +201.7% | -210.9% | -24.5% |
| All | +459.2% | +490.3% | -31.0% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling