+1,142.3%
VST vs FLUT
-22.9%
+1,165.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.3% |
| 7D | +10.9% | +4.5% | +6.4% | +10.3% |
| 30D | -15.6% | +9.2% | -24.8% | -16.7% |
| 3M | -7.8% | -13.7% | +5.9% | -6.4% |
| 6M | -12.0% | -9.0% | -3.0% | -12.1% |
| YTD | -16.9% | -60.2% | +43.3% | -6.5% |
| 1Y | -25.1% | -63.1% | +38.0% | -14.8% |
| 3Y | +297.1% | -42.5% | +339.5% | +336.1% |
| 5Y | +641.9% | -47.6% | +689.5% | +699.0% |
| 10Y | +1,142.3% | -22.9% | +1,165.2% | +1,235.0% |
| All | +1,142.3% | -22.9% | +1,165.2% | +1,235.0% |
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 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