+228.7%
VTV vs FLUT
-9.3%
+238.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -1.0% | +2.5% | -3.6% | -1.3% |
| 3M | +4.6% | -9.2% | +13.9% | +5.1% |
| 6M | +13.5% | -8.2% | +21.7% | +13.7% |
| YTD | +18.5% | -53.2% | +71.7% | +24.3% |
| 1Y | +22.9% | -65.6% | +88.5% | +31.5% |
| 3Y | +67.8% | -43.6% | +111.4% | +72.8% |
| 5Y | +81.8% | -50.3% | +132.1% | +83.8% |
| All | +228.7% | -9.3% | +238.0% | +229.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling