-94.5%
FLUX vs VT
+59.8%
-154.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -1.4% |
| 7D | -18.4% | -0.7% | -17.7% | -15.6% |
| 30D | -29.3% | -1.7% | -27.5% | -25.6% |
| 3M | -36.9% | -2.3% | -34.6% | -33.2% |
| 6M | -66.7% | +1.5% | -68.2% | -66.6% |
| YTD | -73.4% | +12.0% | -85.4% | -77.0% |
| 1Y | -85.9% | +12.9% | -98.7% | -87.8% |
| 3Y | -90.7% | +74.9% | -165.7% | -95.9% |
| 5Y | -94.5% | +59.9% | -154.4% | -96.9% |
| All | -94.5% | +59.8% | -154.2% | -96.9% |
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