+1,162.4%
VST vs FLUT
-25.6%
+1,187.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.1% |
| 7D | -6.0% | -1.5% | -4.6% | -5.8% |
| 30D | -18.8% | +3.4% | -22.2% | -19.3% |
| 3M | -8.0% | -12.5% | +4.4% | -6.9% |
| 6M | -10.9% | -18.5% | +7.5% | -9.7% |
| YTD | -18.3% | -61.6% | +43.3% | -7.6% |
| 1Y | -29.9% | -64.1% | +34.2% | -20.1% |
| 3Y | +290.3% | -44.5% | +334.8% | +330.6% |
| 5Y | +635.3% | -51.3% | +686.6% | +696.1% |
| 10Y | +1,162.4% | -25.6% | +1,187.9% | +1,266.1% |
| All | +1,162.4% | -25.6% | +1,187.9% | +1,266.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling