-92.6%
FLUX vs VT
+110.1%
-202.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.9% | -4.1% | -20.8% | -17.7% |
| 7D | -29.5% | -4.2% | -25.3% | -22.8% |
| 30D | -36.9% | -5.8% | -31.1% | -28.6% |
| 3M | -42.3% | -5.2% | -37.1% | -35.6% |
| 6M | -76.1% | +0.1% | -76.2% | -75.6% |
| YTD | -75.5% | +8.2% | -83.7% | -77.8% |
| 1Y | -87.0% | +10.1% | -97.1% | -88.5% |
| 3Y | -91.6% | +69.7% | -161.3% | -96.4% |
| 5Y | -94.8% | +53.4% | -148.2% | -97.1% |
| All | -92.6% | +110.1% | -202.7% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling