+789.2%
VGT vs FLUT
-11.0%
+800.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | -1.0% | -3.6% | +2.5% | -0.6% |
| 30D | -0.4% | -0.3% | -0.1% | -0.6% |
| 3M | +6.6% | -12.6% | +19.2% | +8.0% |
| 6M | +31.0% | -8.0% | +39.0% | +31.3% |
| YTD | +27.2% | -54.1% | +81.4% | +40.5% |
| 1Y | +34.5% | -66.1% | +100.6% | +54.6% |
| 3Y | +123.1% | -45.0% | +168.2% | +138.2% |
| 5Y | +135.1% | -51.2% | +186.3% | +141.8% |
| All | +789.2% | -11.0% | +800.2% | +831.5% |
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