-49.4%
VG vs FLUT
-69.1%
+19.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -7.7% | -1.5% | -6.2% | -7.4% |
| 30D | -8.8% | +3.4% | -12.2% | -9.8% |
| 3M | -15.6% | -12.5% | -3.2% | -14.2% |
| 6M | +5.2% | -18.5% | +23.7% | +7.9% |
| YTD | +76.9% | -61.6% | +138.5% | +163.3% |
| 1Y | +42.5% | -64.1% | +106.6% | +119.0% |
| All | -49.4% | -69.1% | +19.7% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling