+420.5%
VUG vs FLUT
-10.4%
+430.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | -1.7% | +5.4% | -7.0% | -2.5% |
| 3M | +2.8% | -10.8% | +13.6% | +3.8% |
| 6M | +13.6% | -9.2% | +22.8% | +14.1% |
| YTD | +8.1% | -53.8% | +61.9% | +18.4% |
| 1Y | +13.1% | -66.0% | +79.0% | +28.6% |
| 3Y | +87.0% | -44.7% | +131.6% | +98.1% |
| 5Y | +76.0% | -50.6% | +126.5% | +80.0% |
| 10Y | +420.5% | -10.4% | +430.9% | +433.3% |
| All | +420.5% | -10.4% | +430.9% | +433.3% |
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