-52.0%
FLUT vs VLTO
+69.5%
-121.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.8% |
| 7D | -1.1% | +5.4% | -6.5% | -3.5% |
| 30D | +7.7% | +22.3% | -14.6% | -2.1% |
| 3M | -12.2% | +19.6% | -31.8% | -19.3% |
| 6M | -17.6% | +35.2% | -52.7% | -28.1% |
| YTD | -62.0% | +17.9% | -79.9% | -65.1% |
| 1Y | -62.3% | +19.5% | -81.8% | -65.6% |
| 3Y | -52.0% | +73.9% | -125.9% | -59.8% |
| All | -52.0% | +69.5% | -121.4% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling