+12,518.4%
VLO vs FLUT
+2,054.3%
+10,464.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +5.2% | -1.6% | +6.9% | +5.3% |
| 30D | +22.6% | +7.7% | +14.8% | +21.8% |
| 3M | +43.8% | -0.7% | +44.5% | +43.4% |
| 6M | +65.7% | -11.2% | +76.9% | +66.5% |
| YTD | +131.1% | -53.4% | +184.5% | +143.2% |
| 1Y | +143.6% | -65.8% | +209.4% | +161.9% |
| 3Y | +201.4% | -44.9% | +246.3% | +210.9% |
| 5Y | +568.9% | -49.7% | +618.6% | +583.1% |
| 10Y | +891.8% | -9.7% | +901.5% | +859.9% |
| All | +12,518.4% | +2,054.3% | +10,464.1% | +10,193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling