+2,072.9%
VGT vs FLUT
+1,423.6%
+649.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +2.5% | -0.7% | +3.2% | +2.5% |
| 30D | -9.5% | +9.3% | -18.8% | -10.1% |
| 3M | -9.5% | -17.5% | +8.0% | -8.6% |
| 6M | -1.8% | -14.6% | +12.8% | -1.3% |
| YTD | +18.4% | -62.3% | +80.7% | +25.2% |
| 1Y | +18.7% | -59.6% | +78.4% | +25.0% |
| 3Y | +103.8% | -45.3% | +149.1% | +110.7% |
| 5Y | +104.4% | -50.4% | +154.8% | +109.7% |
| 10Y | +716.9% | -26.8% | +743.7% | +728.5% |
| All | +2,072.9% | +1,423.6% | +649.3% | +1,990.0% |
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