+2,267.4%
VGT vs FLUT
+1,780.1%
+487.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +1.0% | -1.6% | +2.6% | +1.1% |
| 30D | +1.3% | +7.7% | -6.5% | +0.7% |
| 3M | -1.1% | -0.7% | -0.4% | -1.4% |
| 6M | +32.6% | -11.2% | +43.8% | +33.1% |
| YTD | +29.0% | -53.4% | +82.4% | +34.9% |
| 1Y | +39.7% | -65.8% | +105.5% | +48.8% |
| 3Y | +120.9% | -44.9% | +165.9% | +127.9% |
| 5Y | +133.6% | -49.7% | +183.2% | +138.0% |
| 10Y | +792.6% | -9.7% | +802.3% | +794.8% |
| All | +2,267.4% | +1,780.1% | +487.3% | +2,150.8% |
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