+145.4%
VLO vs FLUT
-65.6%
+211.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | +6.2% | -2.6% | +8.8% | +6.4% |
| 30D | +23.5% | +5.4% | +18.1% | +23.1% |
| 3M | +53.9% | -10.8% | +64.6% | +54.5% |
| 6M | +81.7% | -9.2% | +90.9% | +82.1% |
| YTD | +142.5% | -53.8% | +196.3% | +157.3% |
| 1Y | +145.4% | -66.0% | +211.4% | +164.6% |
| All | +145.4% | -65.6% | +211.0% | +164.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling