+588.9%
VST vs FLUT
-50.5%
+639.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.1% | +10.8% |
| 7D | -9.8% | -1.1% | -8.7% | -9.7% |
| 30D | -25.1% | +7.7% | -32.9% | -26.6% |
| 3M | -11.6% | -12.2% | +0.6% | -10.0% |
| 6M | -20.9% | -17.6% | -3.4% | -19.6% |
| YTD | -22.3% | -62.0% | +39.7% | -4.3% |
| 1Y | -32.0% | -62.3% | +30.3% | -16.4% |
| 3Y | +262.4% | -52.0% | +314.3% | +332.8% |
| All | +588.9% | -50.5% | +639.4% | +658.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling