-91.4%
FLUX vs VT
+116.1%
-207.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +2.6% | +11.6% | +9.6% |
| 7D | -20.5% | +0.4% | -20.9% | -19.4% |
| 30D | -23.4% | -2.6% | -20.8% | -17.9% |
| 3M | -32.5% | -3.2% | -29.3% | -27.1% |
| 6M | -65.0% | +0.9% | -65.9% | -64.5% |
| YTD | -71.6% | +11.3% | -82.9% | -75.4% |
| 1Y | -83.8% | +14.0% | -97.8% | -86.5% |
| 3Y | -89.6% | +75.8% | -165.5% | -95.8% |
| 5Y | -94.3% | +57.8% | -152.1% | -96.9% |
| All | -91.4% | +116.1% | -207.5% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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