+99.9%
VLO vs FLUT
-63.4%
+163.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -9.5% | -1.5% | -8.1% | -9.5% |
| 30D | -19.1% | +3.4% | -22.6% | -19.3% |
| 3M | +11.4% | -12.5% | +23.8% | +11.5% |
| 6M | +46.7% | -18.5% | +65.2% | +47.1% |
| YTD | +118.6% | -61.6% | +180.3% | +128.5% |
| 1Y | +99.9% | -64.1% | +164.0% | +109.5% |
| All | +99.9% | -63.4% | +163.3% | +109.5% |
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