+64.4%
VG vs FLUT
-64.7%
+129.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.9% | +4.4% |
| 7D | +15.1% | -1.2% | +16.3% | +15.0% |
| 30D | -4.2% | +5.0% | -9.2% | -3.8% |
| 3M | -3.1% | -16.4% | +13.3% | -3.7% |
| 6M | +0.3% | -14.6% | +14.9% | +0.3% |
| YTD | +95.5% | -61.9% | +157.4% | +110.4% |
| 1Y | +64.4% | -65.0% | +129.5% | +79.9% |
| All | +64.4% | -64.7% | +129.2% | +79.9% |
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