-47.2%
FLUT vs VLTO
+54.1%
-101.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +4.8% | +12.0% | -7.2% | -0.8% |
| 30D | +8.8% | +20.8% | -12.0% | -0.7% |
| 3M | -10.7% | +20.1% | -30.8% | -18.1% |
| 6M | -19.7% | +32.6% | -52.3% | -29.6% |
| YTD | -61.4% | +17.3% | -78.7% | -64.4% |
| 1Y | -61.6% | +17.3% | -78.9% | -64.7% |
| 3Y | -51.4% | +66.9% | -118.3% | -61.7% |
| All | -47.2% | +54.1% | -101.4% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling