-24.1%
VST vs FLUT
-64.7%
+40.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.6% |
| 7D | +19.2% | -1.2% | +20.4% | +19.1% |
| 30D | -17.2% | +5.0% | -22.2% | -17.0% |
| 3M | -8.1% | -16.4% | +8.3% | -8.0% |
| 6M | -8.1% | -14.6% | +6.4% | -8.6% |
| YTD | -16.3% | -61.9% | +45.6% | -1.2% |
| 1Y | -24.1% | -65.0% | +40.9% | -8.9% |
| All | -24.1% | -64.7% | +40.6% | -8.9% |
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