+11,837.3%
VLO vs FLUT
+1,675.5%
+10,161.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -9.5% | -1.5% | -8.1% | -9.4% |
| 30D | -19.1% | +3.4% | -22.6% | -19.4% |
| 3M | +11.4% | -12.5% | +23.8% | +12.2% |
| 6M | +46.7% | -18.5% | +65.2% | +48.2% |
| YTD | +118.6% | -61.6% | +180.3% | +133.0% |
| 1Y | +99.9% | -64.1% | +164.0% | +113.9% |
| 3Y | +210.5% | -44.5% | +254.9% | +220.4% |
| 5Y | +432.7% | -51.3% | +484.0% | +446.0% |
| 10Y | +717.1% | -25.6% | +742.7% | +701.0% |
| All | +11,837.3% | +1,675.5% | +10,161.8% | +9,762.8% |
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