-10.4%
FLUT vs VO
+193.0%
-203.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.9% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | +5.4% | -1.9% | +7.3% | +6.5% |
| 3M | -10.8% | +3.3% | -14.0% | -12.3% |
| 6M | -9.2% | +9.7% | -18.9% | -13.5% |
| YTD | -53.8% | +12.6% | -66.4% | -56.6% |
| 1Y | -66.0% | +13.6% | -79.6% | -68.1% |
| 3Y | -44.7% | +56.8% | -101.5% | -54.6% |
| 5Y | -50.6% | +42.3% | -92.9% | -58.9% |
| 10Y | -10.4% | +199.2% | -209.6% | -27.4% |
| All | -10.4% | +193.0% | -203.4% | -27.4% |
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