+717.1%
VLO vs FLUT
-25.6%
+742.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -9.5% | -1.5% | -8.1% | -9.4% |
| 30D | -19.1% | +3.4% | -22.6% | -19.5% |
| 3M | +11.4% | -12.5% | +23.8% | +12.4% |
| 6M | +46.7% | -18.5% | +65.2% | +48.6% |
| YTD | +118.6% | -61.6% | +180.3% | +138.0% |
| 1Y | +99.9% | -64.1% | +164.0% | +118.7% |
| 3Y | +210.5% | -44.5% | +254.9% | +224.9% |
| 5Y | +432.7% | -51.3% | +484.0% | +449.9% |
| 10Y | +717.1% | -25.6% | +742.7% | +727.2% |
| All | +717.1% | -25.6% | +742.7% | +727.2% |
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