+5.2%
VUG vs FLUT
-63.1%
+68.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +1.6% |
| 7D | -3.0% | +4.2% | -7.2% | -3.3% |
| 30D | -6.4% | +8.0% | -14.4% | -6.9% |
| 3M | -3.2% | -22.1% | +18.9% | -1.7% |
| 6M | +3.1% | -21.7% | +24.8% | +4.4% |
| YTD | +6.3% | -62.0% | +68.2% | +16.9% |
| 1Y | +5.2% | -63.2% | +68.3% | +16.0% |
| All | +5.2% | -63.1% | +68.3% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling