+900.2%
VLO vs FLUT
-9.2%
+909.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +5.8% | +3.8% | +1.9% | +5.4% |
| 30D | +28.3% | +6.3% | +22.0% | +27.4% |
| 3M | +48.7% | -4.0% | +52.8% | +48.8% |
| 6M | +71.9% | -10.3% | +82.2% | +72.7% |
| YTD | +138.7% | -53.2% | +191.8% | +155.4% |
| 1Y | +148.5% | -65.0% | +213.5% | +173.4% |
| 3Y | +192.7% | -43.9% | +236.6% | +205.3% |
| 5Y | +601.6% | -49.2% | +650.9% | +618.9% |
| 10Y | +900.2% | -9.2% | +909.4% | +892.8% |
| All | +900.2% | -9.2% | +909.4% | +892.8% |
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