+2,110.3%
VGT vs FLUT
+1,439.4%
+670.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -0.3% |
| 7D | +5.6% | -1.2% | +6.8% | +5.7% |
| 30D | -10.6% | +5.0% | -15.6% | -10.9% |
| 3M | -6.9% | -16.4% | +9.5% | -6.1% |
| 6M | +0.9% | -14.6% | +15.5% | +1.4% |
| YTD | +20.4% | -61.9% | +82.3% | +27.3% |
| 1Y | +17.4% | -65.0% | +82.4% | +24.7% |
| 3Y | +106.3% | -44.8% | +151.1% | +113.2% |
| 5Y | +107.9% | -49.9% | +157.8% | +113.2% |
| 10Y | +730.9% | -26.1% | +757.0% | +742.2% |
| All | +2,110.3% | +1,439.4% | +670.9% | +2,024.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling