+192.7%
VLO vs FLUT
-42.5%
+235.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +5.8% | +3.8% | +1.9% | +5.3% |
| 30D | +28.3% | +6.3% | +22.0% | +27.1% |
| 3M | +48.7% | -4.0% | +52.8% | +48.8% |
| 6M | +71.9% | -10.3% | +82.2% | +73.1% |
| YTD | +138.7% | -53.2% | +191.8% | +166.3% |
| 1Y | +148.5% | -65.0% | +213.5% | +191.0% |
| 3Y | +192.7% | -43.9% | +236.6% | +211.9% |
| All | +192.7% | -42.5% | +235.2% | +211.9% |
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