+1,780.1%
FLUT vs VO
+827.2%
+952.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.6% | -0.3% | -1.4% | -1.6% |
| 30D | +7.7% | -0.3% | +8.1% | +7.9% |
| 3M | -0.7% | +2.9% | -3.7% | -1.5% |
| 6M | -11.2% | +9.3% | -20.5% | -13.3% |
| YTD | -53.4% | +14.2% | -67.6% | -55.1% |
| 1Y | -65.8% | +15.3% | -81.0% | -67.0% |
| 3Y | -44.9% | +56.2% | -101.2% | -50.3% |
| 5Y | -49.7% | +42.4% | -92.1% | -54.0% |
| 10Y | -9.7% | +194.7% | -204.5% | -24.3% |
| All | +1,780.1% | +827.2% | +952.9% | +1,258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling