+560.5%
VLO vs FLUT
-50.4%
+610.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +5.2% | -1.6% | +6.9% | +5.4% |
| 30D | +22.6% | +7.7% | +14.8% | +21.3% |
| 3M | +43.8% | -0.7% | +44.5% | +43.2% |
| 6M | +65.7% | -11.2% | +76.9% | +66.9% |
| YTD | +131.1% | -53.4% | +184.5% | +152.8% |
| 1Y | +143.6% | -65.8% | +209.4% | +177.1% |
| 3Y | +201.4% | -44.9% | +246.3% | +219.3% |
| All | +560.5% | -50.4% | +610.9% | +574.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling