+123.4%
VRT vs FLUT
-65.9%
+189.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.5% | +4.0% |
| 7D | +9.1% | -1.6% | +10.8% | +8.9% |
| 30D | +0.9% | +7.7% | -6.8% | +2.3% |
| 3M | -13.4% | -0.7% | -12.7% | -13.0% |
| 6M | +11.7% | -11.2% | +22.8% | +12.9% |
| YTD | +73.2% | -53.4% | +126.7% | +85.8% |
| 1Y | +123.4% | -65.8% | +189.2% | +137.9% |
| All | +123.4% | -65.9% | +189.4% | +137.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling