+77.7%
VUG vs FLUT
-52.0%
+129.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -3.4% | -1.1% | -2.3% | -3.3% |
| 30D | -11.1% | +7.7% | -18.8% | -12.4% |
| 3M | -7.2% | -12.2% | +4.9% | -5.9% |
| 6M | -4.1% | -17.6% | +13.4% | -2.5% |
| YTD | +1.4% | -62.0% | +63.4% | +20.6% |
| 1Y | +1.9% | -62.3% | +64.2% | +20.9% |
| 3Y | +77.7% | -52.0% | +129.7% | +104.7% |
| All | +77.7% | -52.0% | +129.7% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling