+361.8%
VRT vs FLUT
-52.0%
+413.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.8% |
| 7D | -21.4% | -1.1% | -20.3% | -21.3% |
| 30D | -25.8% | +7.7% | -33.5% | -27.3% |
| 3M | -33.5% | -12.2% | -21.4% | -32.3% |
| 6M | -49.0% | -17.6% | -31.5% | -48.6% |
| YTD | +12.9% | -62.0% | +75.0% | +53.5% |
| 1Y | 0.0% | -62.3% | +62.3% | +35.4% |
| 3Y | +361.8% | -52.0% | +413.8% | +504.0% |
| All | +361.8% | -52.0% | +413.8% | +504.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling