+124.4%
VGT vs FLUT
-42.9%
+167.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.1% |
| 7D | +1.5% | -2.6% | +4.1% | +1.9% |
| 30D | +0.5% | +5.4% | -4.8% | -0.7% |
| 3M | +5.3% | -10.8% | +16.0% | +6.7% |
| 6M | +32.4% | -9.2% | +41.7% | +33.2% |
| YTD | +28.6% | -53.8% | +82.4% | +50.9% |
| 1Y | +37.6% | -66.0% | +103.6% | +73.4% |
| All | +124.4% | -42.9% | +167.3% | +148.1% |
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