-20.9%
VST vs FLUT
-65.9%
+45.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.6% |
| 7D | +8.9% | -1.6% | +10.5% | +8.9% |
| 30D | +6.2% | +7.7% | -1.5% | +6.0% |
| 3M | -2.7% | -0.7% | -2.0% | -3.1% |
| 6M | -8.4% | -11.2% | +2.8% | -7.2% |
| YTD | -7.2% | -53.4% | +46.2% | +8.5% |
| 1Y | -20.9% | -65.8% | +44.9% | -4.6% |
| All | -20.9% | -65.9% | +45.0% | -4.6% |
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