+377.4%
VT vs FLUT
+212.4%
+165.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +0.4% | -1.6% | +2.1% | +0.6% |
| 30D | +1.0% | +7.7% | -6.8% | +0.4% |
| 3M | +2.4% | -0.7% | +3.1% | +2.1% |
| 6M | +12.0% | -11.2% | +23.2% | +12.5% |
| YTD | +15.3% | -53.4% | +68.8% | +21.1% |
| 1Y | +22.6% | -65.8% | +88.3% | +31.4% |
| 3Y | +74.7% | -44.9% | +119.6% | +80.0% |
| 5Y | +66.1% | -49.7% | +115.8% | +69.0% |
| 10Y | +225.0% | -9.7% | +234.7% | +219.7% |
| All | +377.4% | +212.4% | +165.0% | +355.1% |
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 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