+1,155.8%
VUG vs FLUT
+1,434.3%
-278.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -3.4% | -1.1% | -2.3% | -3.4% |
| 30D | -11.1% | +7.7% | -18.8% | -11.6% |
| 3M | -7.2% | -12.2% | +4.9% | -6.7% |
| 6M | -4.1% | -17.6% | +13.4% | -3.4% |
| YTD | +1.4% | -62.0% | +63.4% | +7.2% |
| 1Y | +1.9% | -62.3% | +64.2% | +7.7% |
| 3Y | +77.7% | -52.0% | +129.7% | +84.7% |
| 5Y | +57.6% | -51.8% | +109.4% | +61.6% |
| 10Y | +398.6% | -26.3% | +424.9% | +402.6% |
| All | +1,155.8% | +1,434.3% | -278.5% | +1,089.8% |
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