+11,692.3%
VLO vs FLUT
+1,658.1%
+10,034.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.8% |
| 3M | +14.3% | -12.2% | +26.5% | +15.1% |
| 6M | +47.6% | -17.6% | +65.2% | +49.0% |
| YTD | +116.0% | -62.0% | +178.0% | +130.4% |
| 1Y | +101.0% | -62.3% | +163.3% | +114.2% |
| 3Y | +199.0% | -52.0% | +251.0% | +211.6% |
| 5Y | +419.0% | -51.8% | +470.8% | +432.4% |
| 10Y | +778.2% | -26.3% | +804.5% | +761.5% |
| All | +11,692.3% | +1,658.1% | +10,034.2% | +9,650.2% |
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 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