-51.4%
VG vs FLUT
-69.4%
+18.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -22.0% | -1.1% | -21.0% | -22.1% |
| 30D | -11.6% | +7.7% | -19.4% | -13.4% |
| 3M | -14.9% | -12.2% | -2.7% | -13.6% |
| 6M | -3.5% | -17.6% | +14.0% | -1.6% |
| YTD | +70.0% | -62.0% | +132.0% | +153.4% |
| 1Y | +50.0% | -62.3% | +112.3% | +120.7% |
| All | -51.4% | -69.4% | +18.1% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling