+23.6%
VRT vs FLUT
-63.2%
+86.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.8% |
| 7D | +10.5% | -0.7% | +11.2% | +10.3% |
| 30D | -9.3% | +9.3% | -18.6% | -7.6% |
| 3M | -29.6% | -17.5% | -12.1% | -31.9% |
| 6M | -45.4% | -14.6% | -30.8% | -46.6% |
| YTD | +24.8% | -62.3% | +87.1% | +12.6% |
| 1Y | +23.6% | -59.6% | +83.3% | +11.9% |
| All | +23.6% | -63.2% | +86.8% | +11.9% |
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