+12.8%
VG vs FLUT
-65.9%
+78.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | +1.7% | -1.6% | +3.3% | +1.7% |
| 30D | +16.0% | +7.7% | +8.3% | +15.9% |
| 3M | +9.7% | -0.7% | +10.4% | +10.2% |
| 6M | +29.6% | -11.2% | +40.7% | +31.4% |
| YTD | +112.0% | -53.4% | +165.5% | +143.7% |
| 1Y | +12.8% | -65.8% | +78.6% | +32.7% |
| All | +12.8% | -65.9% | +78.7% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling