+407.5%
VUG vs FLUT
-26.1%
+433.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.3% |
| 7D | +4.4% | -1.2% | +5.6% | +4.5% |
| 30D | -7.3% | +5.0% | -12.4% | -8.1% |
| 3M | -4.2% | -16.4% | +12.2% | -2.5% |
| 6M | -1.6% | -14.6% | +13.0% | -0.6% |
| YTD | +4.9% | -61.9% | +66.8% | +17.3% |
| 1Y | +3.8% | -65.0% | +68.8% | +17.2% |
| 3Y | +79.4% | -44.8% | +124.3% | +90.6% |
| 5Y | +63.9% | -49.9% | +113.8% | +69.9% |
| All | +407.5% | -26.1% | +433.6% | +432.6% |
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