+3,047.8%
VRTX vs FLUT
+1,658.1%
+1,389.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +0.9% |
| 7D | -2.1% | -1.1% | -1.0% | -2.1% |
| 30D | +8.2% | +7.7% | +0.5% | +8.0% |
| 3M | +13.0% | -12.2% | +25.2% | +13.3% |
| 6M | +27.9% | -17.6% | +45.5% | +28.3% |
| YTD | +20.7% | -62.0% | +82.7% | +23.4% |
| 1Y | +31.4% | -62.3% | +93.7% | +34.4% |
| 3Y | +41.8% | -52.0% | +93.8% | +43.8% |
| 5Y | +183.7% | -51.8% | +235.5% | +185.6% |
| 10Y | +592.9% | -26.3% | +619.2% | +591.1% |
| All | +3,047.8% | +1,658.1% | +1,389.7% | +2,870.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling