+199.0%
VLO vs FLUT
-52.0%
+251.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.2% |
| 7D | -13.3% | -1.1% | -12.2% | -13.3% |
| 30D | -18.3% | +7.7% | -26.0% | -19.2% |
| 3M | +14.3% | -12.2% | +26.5% | +15.6% |
| 6M | +47.6% | -17.6% | +65.2% | +49.7% |
| YTD | +116.0% | -62.0% | +178.0% | +148.1% |
| 1Y | +101.0% | -62.3% | +163.3% | +130.2% |
| 3Y | +199.0% | -52.0% | +251.0% | +234.3% |
| All | +199.0% | -52.0% | +251.0% | +234.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling