+1,216.9%
VST vs FLUT
-9.7%
+1,226.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.8% |
| 7D | +8.9% | -1.6% | +10.5% | +9.1% |
| 30D | +6.2% | +7.7% | -1.5% | +5.0% |
| 3M | -2.7% | -0.7% | -2.0% | -3.3% |
| 6M | -8.4% | -11.2% | +2.8% | -7.7% |
| YTD | -7.2% | -53.4% | +46.2% | +2.7% |
| 1Y | -20.9% | -65.8% | +44.9% | -8.6% |
| 3Y | +384.0% | -44.9% | +428.9% | +429.8% |
| 5Y | +757.1% | -49.7% | +806.8% | +811.5% |
| All | +1,216.9% | -9.7% | +1,226.6% | +1,277.5% |
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