-26.1%
FLUT vs VO
+206.8%
-232.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -1.1% |
| 7D | -6.5% | -0.1% | -6.3% | -6.5% |
| 30D | +2.8% | +0.5% | +2.3% | +2.4% |
| 3M | -13.5% | -1.0% | -12.4% | -13.0% |
| 6M | -19.0% | +6.4% | -25.4% | -21.7% |
| YTD | -61.9% | +13.6% | -75.5% | -64.4% |
| 1Y | -63.2% | +14.5% | -77.7% | -65.7% |
| 3Y | -46.0% | +67.2% | -113.2% | -57.0% |
| 5Y | -51.8% | +36.1% | -87.8% | -59.8% |
| 10Y | -26.1% | +199.3% | -225.4% | -45.8% |
| All | -26.1% | +206.8% | -232.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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