+107.9%
VGT vs FLUT
-49.0%
+156.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | +0.2% |
| 7D | +5.6% | -1.2% | +6.8% | +5.9% |
| 30D | -10.6% | +5.0% | -15.6% | -11.7% |
| 3M | -6.9% | -16.4% | +9.5% | -4.3% |
| 6M | +0.9% | -14.6% | +15.5% | +2.0% |
| YTD | +20.4% | -61.9% | +82.3% | +45.9% |
| 1Y | +17.4% | -65.0% | +82.4% | +44.8% |
| 3Y | +106.3% | -44.8% | +151.1% | +124.8% |
| 5Y | +107.9% | -49.9% | +157.8% | +116.1% |
| All | +107.9% | -49.0% | +156.9% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling