-28.5%
VST vs FLUT
-63.7%
+35.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +7.0% | +7.3% |
| 7D | -0.5% | -6.5% | +6.0% | -0.8% |
| 30D | -17.1% | +2.8% | -19.8% | -17.0% |
| 3M | -4.6% | -13.5% | +8.9% | -4.5% |
| 6M | -9.1% | -19.0% | +9.9% | -9.0% |
| YTD | -16.6% | -61.9% | +45.2% | -3.0% |
| All | -28.5% | -63.7% | +35.2% | -15.9% |
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 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