+2,010.2%
VRT vs FLUT
-22.9%
+2,033.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.4% |
| 7D | +18.6% | -1.2% | +19.8% | +18.9% |
| 30D | -11.7% | +5.0% | -16.7% | -12.9% |
| 3M | -27.3% | -16.4% | -10.9% | -25.2% |
| 6M | -42.9% | -14.6% | -28.3% | -42.4% |
| YTD | +29.5% | -61.9% | +91.4% | +58.1% |
| 1Y | +21.0% | -65.0% | +86.1% | +50.9% |
| 3Y | +403.1% | -44.8% | +447.9% | +466.0% |
| 5Y | +688.8% | -49.9% | +738.7% | +751.1% |
| All | +2,010.2% | -22.9% | +2,033.1% | +2,086.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling