-47.9%
FLUT vs VLTO
+56.1%
-104.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | -6.5% | +2.0% | -8.5% | -7.4% |
| 30D | +2.8% | +21.8% | -19.0% | -6.6% |
| 3M | -13.5% | +20.2% | -33.7% | -20.7% |
| 6M | -19.0% | +36.3% | -55.3% | -29.8% |
| YTD | -61.9% | +18.8% | -80.7% | -65.1% |
| 1Y | -63.2% | +20.4% | -83.6% | -66.6% |
| 3Y | -46.0% | +71.9% | -117.9% | -58.1% |
| All | -47.9% | +56.1% | -104.0% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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