+1,190.7%
VUG vs FLUT
+1,439.8%
-249.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.8% |
| 7D | +0.5% | -6.5% | +7.0% | +0.9% |
| 30D | -8.2% | +2.8% | -10.9% | -8.4% |
| 3M | -5.4% | -13.5% | +8.0% | -4.8% |
| 6M | -2.5% | -19.0% | +16.4% | -1.7% |
| YTD | +4.2% | -61.9% | +66.1% | +10.1% |
| 1Y | +5.0% | -63.2% | +68.3% | +11.2% |
| 3Y | +81.7% | -46.0% | +127.8% | +87.7% |
| 5Y | +62.5% | -51.8% | +114.3% | +66.6% |
| 10Y | +396.3% | -26.1% | +422.4% | +400.2% |
| All | +1,190.7% | +1,439.8% | -249.1% | +1,122.5% |
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