-52.0%
FLUT vs VO
+60.2%
-112.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -1.1% | -2.6% | +1.5% | +1.5% |
| 30D | +7.7% | -0.9% | +8.7% | +8.5% |
| 3M | -12.2% | -3.0% | -9.2% | -9.4% |
| 6M | -17.6% | +2.2% | -19.8% | -20.2% |
| YTD | -62.0% | +10.6% | -72.6% | -66.6% |
| 1Y | -62.3% | +12.5% | -74.8% | -67.3% |
| 3Y | -52.0% | +61.4% | -113.3% | -74.2% |
| All | -52.0% | +60.2% | -112.1% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling