+778.9%
VLO vs FLUT
-26.1%
+805.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +3.5% |
| 7D | +6.8% | -1.2% | +8.0% | +6.9% |
| 30D | -17.9% | +5.0% | -22.9% | -18.3% |
| 3M | +13.5% | -16.4% | +30.0% | +15.1% |
| 6M | +53.0% | -14.6% | +67.6% | +54.3% |
| YTD | +133.7% | -61.9% | +195.6% | +154.5% |
| 1Y | +115.7% | -65.0% | +180.7% | +136.6% |
| 3Y | +231.9% | -44.8% | +276.8% | +247.5% |
| 5Y | +471.6% | -49.9% | +521.5% | +489.1% |
| All | +778.9% | -26.1% | +805.0% | +790.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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