+897.3%
VST vs FLUT
-25.2%
+922.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.3% |
| 7D | -19.9% | +4.8% | -24.7% | -20.4% |
| 30D | -29.7% | +8.8% | -38.5% | -30.6% |
| 3M | -19.6% | -10.7% | -8.9% | -18.8% |
| 6M | -29.4% | -19.7% | -9.7% | -28.2% |
| YTD | -29.7% | -61.4% | +31.7% | -20.6% |
| 1Y | -40.0% | -61.6% | +21.6% | -32.3% |
| 3Y | +231.0% | -51.4% | +282.4% | +268.8% |
| 5Y | +500.1% | -51.0% | +551.1% | +549.3% |
| 10Y | +1,004.2% | -25.2% | +1,029.4% | +1,080.0% |
| All | +897.3% | -25.2% | +922.5% | +965.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling