-92.5%
FLUX vs VT
+110.6%
-203.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.2% |
| 7D | -26.5% | -2.3% | -24.2% | -22.2% |
| 30D | -36.7% | -5.0% | -31.7% | -29.4% |
| 3M | -40.6% | -4.9% | -35.7% | -34.1% |
| 6M | -76.2% | -1.5% | -74.7% | -75.1% |
| YTD | -75.1% | +8.5% | -83.6% | -77.5% |
| 1Y | -86.6% | +11.4% | -97.9% | -88.3% |
| 3Y | -91.0% | +70.1% | -161.1% | -96.1% |
| 5Y | -94.8% | +53.7% | -148.5% | -97.1% |
| All | -92.5% | +110.6% | -203.1% | -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