+289.6%
VTI vs FLUT
-26.8%
+316.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | -1.5% | +9.3% | -10.8% | -2.5% |
| 3M | -3.2% | -17.5% | +14.3% | -1.6% |
| 6M | +2.3% | -14.6% | +16.9% | +3.2% |
| YTD | +11.6% | -62.3% | +73.9% | +22.3% |
| 1Y | +13.8% | -59.6% | +73.4% | +23.7% |
| 3Y | +77.4% | -45.3% | +122.7% | +86.5% |
| 5Y | +64.6% | -50.4% | +115.0% | +69.6% |
| All | +289.6% | -26.8% | +316.4% | +304.0% |
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 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