-92.7%
FLUX vs VT
+66.2%
-158.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -5.5% | +0.4% | -5.9% | -6.0% |
| 30D | +9.3% | +1.0% | +8.3% | +6.9% |
| 3M | -43.4% | +2.4% | -45.7% | -45.5% |
| 6M | -59.7% | +12.0% | -71.7% | -66.4% |
| YTD | -53.6% | +15.3% | -69.0% | -62.7% |
| 1Y | -60.5% | +22.6% | -83.1% | -70.7% |
| 3Y | -87.0% | +74.7% | -161.6% | -94.3% |
| All | -92.7% | +66.2% | -158.9% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling