+567.3%
VRT vs FLUT
-50.5%
+617.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.9% |
| 7D | -21.4% | -1.1% | -20.3% | -21.3% |
| 30D | -25.8% | +7.7% | -33.5% | -28.0% |
| 3M | -33.5% | -12.2% | -21.4% | -31.9% |
| 6M | -49.0% | -17.6% | -31.5% | -48.2% |
| YTD | +12.9% | -62.0% | +75.0% | +54.0% |
| 1Y | 0.0% | -62.3% | +62.3% | +36.0% |
| 3Y | +361.8% | -52.0% | +413.8% | +461.6% |
| All | +567.3% | -50.5% | +617.9% | +607.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling