+373.4%
VST vs FLUT
-44.8%
+418.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.1% |
| 7D | +8.9% | -1.6% | +10.5% | +9.3% |
| 30D | +6.2% | +7.7% | -1.5% | +3.9% |
| 3M | -2.7% | -0.7% | -2.0% | -4.1% |
| 6M | -8.4% | -11.2% | +2.8% | -7.0% |
| YTD | -7.2% | -53.4% | +46.2% | +18.5% |
| 1Y | -20.9% | -65.8% | +44.9% | +12.9% |
| All | +373.4% | -44.8% | +418.2% | +499.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling