-22.0%
VST vs FLUT
-63.2%
+41.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.2% |
| 7D | +6.6% | -0.7% | +7.3% | +6.5% |
| 30D | -12.4% | +9.3% | -21.6% | -12.0% |
| 3M | -9.0% | -17.5% | +8.5% | -9.3% |
| 6M | -6.4% | -14.6% | +8.2% | -7.2% |
| YTD | -17.2% | -62.3% | +45.1% | -2.7% |
| 1Y | -22.0% | -59.6% | +37.6% | -9.3% |
| All | -22.0% | -63.2% | +41.2% | -9.3% |
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