+213.0%
VT vs FLUT
-25.2%
+238.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.2% |
| 7D | -4.2% | +4.8% | -8.9% | -4.7% |
| 30D | -5.8% | +8.8% | -14.6% | -6.7% |
| 3M | -5.2% | -10.7% | +5.5% | -4.5% |
| 6M | +0.1% | -19.7% | +19.8% | +1.5% |
| YTD | +8.2% | -61.4% | +69.7% | +18.0% |
| 1Y | +10.1% | -61.6% | +71.7% | +19.9% |
| 3Y | +69.7% | -51.4% | +121.1% | +79.2% |
| 5Y | +53.4% | -51.0% | +104.4% | +57.2% |
| All | +213.0% | -25.2% | +238.1% | +220.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling