+107.3%
VGT vs FLUT
-45.4%
+152.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | +0.1% |
| 7D | +5.6% | -1.2% | +6.8% | +5.8% |
| 30D | -10.6% | +5.0% | -15.6% | -11.5% |
| 3M | -6.9% | -16.4% | +9.5% | -4.6% |
| 6M | +0.9% | -14.6% | +15.5% | +1.6% |
| YTD | +20.4% | -61.9% | +82.3% | +47.3% |
| 1Y | +17.4% | -65.0% | +82.4% | +46.5% |
| All | +107.3% | -45.4% | +152.7% | +139.2% |
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