+1,437.4%
VTI vs FLUT
+2,054.3%
-616.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | 0.0% | +7.7% | -7.7% | -0.4% |
| 3M | +2.0% | -0.7% | +2.7% | +1.8% |
| 6M | +13.0% | -11.2% | +24.1% | +13.3% |
| YTD | +13.9% | -53.4% | +67.4% | +18.2% |
| 1Y | +20.0% | -65.8% | +85.8% | +26.3% |
| 3Y | +75.8% | -44.9% | +120.7% | +80.1% |
| 5Y | +73.8% | -49.7% | +123.5% | +76.3% |
| 10Y | +297.5% | -9.7% | +307.2% | +295.7% |
| All | +1,437.4% | +2,054.3% | -616.9% | +1,379.0% |
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 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