+139.0%
VRT vs FLUT
-66.0%
+205.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.8% |
| 7D | +13.6% | +3.8% | +9.8% | +14.3% |
| 30D | +6.8% | +6.3% | +0.5% | +8.0% |
| 3M | -3.2% | -4.0% | +0.8% | -2.8% |
| 6M | +20.3% | -10.3% | +30.6% | +21.7% |
| YTD | +79.6% | -53.2% | +132.8% | +92.6% |
| 1Y | +139.0% | -65.0% | +204.0% | +153.6% |
| All | +139.0% | -66.0% | +205.0% | +153.6% |
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