-48.4%
FLUT vs VLTO
+56.4%
-104.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.3% |
| 7D | -0.7% | +1.0% | -1.7% | -1.2% |
| 30D | +9.3% | +17.5% | -8.2% | +1.1% |
| 3M | -17.5% | +21.4% | -38.9% | -24.8% |
| 6M | -14.6% | +38.1% | -52.7% | -26.5% |
| YTD | -62.3% | +19.0% | -81.3% | -65.5% |
| 1Y | -59.6% | +20.7% | -80.3% | -63.3% |
| 3Y | -45.3% | +64.3% | -109.6% | -56.7% |
| All | -48.4% | +56.4% | -104.8% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling