+1,434.3%
FLUT vs VO
+797.8%
+636.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -1.1% | -2.6% | +1.5% | -0.4% |
| 30D | +7.7% | -0.9% | +8.7% | +8.0% |
| 3M | -12.2% | -3.0% | -9.2% | -11.4% |
| 6M | -17.6% | +2.2% | -19.8% | -18.1% |
| YTD | -62.0% | +10.6% | -72.6% | -63.0% |
| 1Y | -62.3% | +12.5% | -74.8% | -63.4% |
| 3Y | -52.0% | +61.4% | -113.3% | -56.8% |
| 5Y | -51.8% | +33.4% | -85.2% | -55.3% |
| 10Y | -26.3% | +201.5% | -227.9% | -38.1% |
| All | +1,434.3% | +797.8% | +636.6% | +1,018.1% |
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