+1,439.8%
FLUT vs VO
+822.3%
+617.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.4% |
| 7D | -6.5% | -0.1% | -6.3% | -6.5% |
| 30D | +2.8% | +0.5% | +2.3% | +2.6% |
| 3M | -13.5% | -1.0% | -12.4% | -13.2% |
| 6M | -19.0% | +6.4% | -25.4% | -20.4% |
| YTD | -61.9% | +13.6% | -75.5% | -63.2% |
| 1Y | -63.2% | +14.5% | -77.7% | -64.5% |
| 3Y | -46.0% | +67.2% | -113.2% | -52.0% |
| 5Y | -51.8% | +36.1% | -87.8% | -55.6% |
| 10Y | -26.1% | +199.3% | -225.4% | -38.0% |
| All | +1,439.8% | +822.3% | +617.5% | +1,013.9% |
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